Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.32% (+6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 19.76 | |
| 0.0978 | 46.36 | |
| 0.8965 | 455.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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