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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0395	20.96***
α ARCH Response to squared shocks	0.0876	35.93***
β GARCH Volatility persistence	0.8925	330.41***

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iShares Russell 2000 ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 2000 ETF Analyses