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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3737	8.83***
α ARCH Response to squared shocks	0.1013	31.32***
β GARCH Volatility persistence	0.9848	511.59***
ν DF Student-t tail thickness	9.4108	4.63***

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Russell Midcap Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses