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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2127	8.74***
α ARCH Response to squared shocks	0.0899	8.62***
β GARCH Volatility persistence	0.8773	69.89***

γ₁	0.0278	2.89***
γ₂	-0.0500	-3.40***
γ₃	0.0472	4.05***
γ₄	-0.0368	-4.37***

V-Lab

iShares Russell 2000 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 2000 ETF Analyses