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	param	t-stat
$m$	36
$α$	0.0202	8.24
$β$	0.8454	284.15
$γ$	0.1532	42.64
$λ_{1}$	0.0011	5.90
$λ_{2}$	0.0140	13.44
$λ_{3}$	0.9854	893.42

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Russell 2000 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses