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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6652	9.26***
α ARCH Response to squared shocks	0.0800	6.79***
β GARCH Volatility persistence	0.8352	124.76***
γ leverage Additional response to negative shocks	-1.0000	-4.18***
δ power Transformation power	1.1287	23.03***

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CBOE Russell 2000 Volatility Index APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses