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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0329	31.86***
α ARCH Response to squared shocks	0.1149	18.15***
β GARCH Volatility persistence	0.7652	186.44***
γ leverage Additional response to negative shocks	0.1857	19.56***

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Russell Midcap Index Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses