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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0073	5.73***
α ARCH Response to squared shocks	0.0928	51.58***
β GARCH Volatility persistence	0.8856	460.75***
γ leverage Additional response to negative shocks	0.5651	42.58***

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S&P SmallCap 600 Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P SmallCap 600 Index Analyses