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	param	t-stat
$ω$	0.0181	23.43
$α$	0.0385	18.87
$β$	0.8993	546.00
$γ$	0.1067	22.50

V-Lab

Russell 2000 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:24.07% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses