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	param	t-stat
$ω$	1.2165	8.84
$α$	0.0896	8.55
$β$	0.8773	69.41
$γ_{1}$	0.0293	3.03
$γ_{2}$	-0.0527	-3.56
$γ_{3}$	0.0499	4.23
$γ_{4}$	-0.0390	-4.59

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