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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0457	33.27***
α ARCH Response to squared shocks	0.1895	59.62***
β GARCH Volatility persistence	0.7862	212.60***
γ leverage Additional response to negative shocks	0.2810	36.55***
δ power Transformation power	0.6073	22.05***

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses