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	param	t-stat
$ω$	0.7660	6.40
$α$	0.1076	10.60
$β$	0.8558	72.16
$γ_{1}$	0.0352	3.75
$γ_{2}$	-0.0466	-3.24
$γ_{3}$	0.0015	0.14
$γ_{4}$	0.0245	2.83
$γ_{5}$	-0.0220	-3.67

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