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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0387	33.32***
α ARCH Response to squared shocks	0.2055	46.82***
β GARCH Volatility persistence	0.7729	180.20***
γ leverage Additional response to negative shocks	0.2853	26.73***
δ power Transformation power	1.2145	23.77***

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Russell Midcap Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses