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	param	t-stat
$ω$	0.7690	6.39
$α$	0.1079	10.61
$β$	0.8557	72.18
$γ_{1}$	0.0355	3.73
$γ_{2}$	-0.0468	-3.20
$γ_{3}$	0.0013	0.12
$γ_{4}$	0.0246	2.81
$γ_{5}$	-0.0219	-3.57

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