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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2123	8.71***
α ARCH Response to squared shocks	0.0897	8.62***
β GARCH Volatility persistence	0.8777	70.25***

γ₁	0.0274	2.85***
γ₂	-0.0492	-3.36***
γ₃	0.0465	4.01***
γ₄	-0.0363	-4.34***

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