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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5086	5.61***
α ARCH Response to squared shocks	0.1182	9.45***
β GARCH Volatility persistence	0.8535	61.87***

γ₁	-0.0455	-3.64***
γ₂	0.0657	3.44***
γ₃	-0.0264	-1.51

V-Lab

Russell Midcap Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell Midcap Index Analyses