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	param	t-stat
$ω$	0.0180	23.41
$α$	0.0387	18.87
$β$	0.8994	544.78
$γ$	0.1059	22.32

V-Lab

Russell 2000 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.14% (+2.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses