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	param	t-stat
$ω$	1.2141	8.82
$α$	0.0895	8.56
$β$	0.8774	69.59
$γ_{1}$	0.0286	2.98
$γ_{2}$	-0.0515	-3.49
$γ_{3}$	0.0487	4.16
$γ_{4}$	-0.0380	-4.50

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