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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0101	7.48***
α ARCH Response to squared shocks	0.1573	45.44***
β GARCH Volatility persistence	0.9774	1,194.92***
γ leverage Additional response to negative shocks	-0.0889	-33.30***

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S&P SmallCap 600 Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P SmallCap 600 Index Analyses