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	param	t-stat
$ω$	0.7674	6.41
$α$	0.1077	10.60
$β$	0.8558	72.16
$γ_{1}$	0.0353	3.75
$γ_{2}$	-0.0467	-3.23
$γ_{3}$	0.0015	0.14
$γ_{4}$	0.0244	2.80
$γ_{5}$	-0.0218	-3.60

V-Lab

Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses