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	param	t-stat
$ω$	0.6648	6.08
$α$	0.1085	10.07
$β$	0.8459	64.33
$γ_{1}$	0.0018	0.06
$γ_{2}$	0.0542	1.12
$γ_{3}$	-0.1207	-3.78
$γ_{4}$	0.1070	4.31
$γ_{5}$	-0.0921	-4.02
$γ_{6}$	0.0845	3.38
$γ_{7}$	-0.0271	-1.15
$γ_{8}$	-0.0220	-1.34

V-Lab

Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.22% (+6.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses