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	param	t-stat
$ω$	0.6648	6.08
$α$	0.1084	10.06
$β$	0.8461	64.40
$γ_{1}$	0.0016	0.05
$γ_{2}$	0.0545	1.12
$γ_{3}$	-0.1212	-3.78
$γ_{4}$	0.1075	4.32
$γ_{5}$	-0.0925	-4.03
$γ_{6}$	0.0846	3.39
$γ_{7}$	-0.0270	-1.15
$γ_{8}$	-0.0220	-1.34

V-Lab

Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 29th, 2026:19.51% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses