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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0181	23.53***
α ARCH Response to squared shocks	0.0382	18.91***
β GARCH Volatility persistence	0.8993	550.03***
γ leverage Additional response to negative shocks	0.1072	22.77***

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Russell 2000 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses