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	param	t-stat
$ω$	0.6632	6.07
$α$	0.1085	10.06
$β$	0.8459	64.27
$γ_{1}$	0.0010	0.03
$γ_{2}$	0.0559	1.14
$γ_{3}$	-0.1224	-3.81
$γ_{4}$	0.1085	4.37
$γ_{5}$	-0.0932	-4.06
$γ_{6}$	0.0843	3.38
$γ_{7}$	-0.0254	-1.08
$γ_{8}$	-0.0235	-1.42

V-Lab

Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:19.63% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses