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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1352	6.99***
α ARCH Response to squared shocks	0.0866	51.48***
β GARCH Volatility persistence	0.9949	1,257.82***
ν DF Student-t tail thickness	10.5601	6.26***

V-Lab

Russell 2000 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses