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	param	t-stat
$ω$	0.7681	6.40
$α$	0.1078	10.60
$β$	0.8557	72.12
$γ_{1}$	0.0354	3.74
$γ_{2}$	-0.0468	-3.22
$γ_{3}$	0.0015	0.14
$γ_{4}$	0.0243	2.79
$γ_{5}$	-0.0217	-3.55

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