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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2068	11.32***
α ARCH Response to squared shocks	0.0837	29.84***
β GARCH Volatility persistence	0.9860	583.07***
ν DF Student-t tail thickness	13.9893	3.01***

V-Lab

iShares Russell 2000 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 2000 ETF Analyses