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	param	t-stat
$ω$	0.7657	6.42
$α$	0.1076	10.61
$β$	0.8556	72.15
$γ_{1}$	0.0351	3.77
$γ_{2}$	-0.0466	-3.26
$γ_{3}$	0.0017	0.16
$γ_{4}$	0.0240	2.80
$γ_{5}$	-0.0216	-3.62

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