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	param	t-stat
$ω$	0.0181	23.39
$α$	0.0385	18.80
$β$	0.8991	543.60
$γ$	0.1067	22.45

V-Lab

Russell 2000 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:12.20% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses