Russell 2000 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.94%
decreased by 1.19%
1 Week
25.89%
decreased by 1.24%
1 Month
25.70%
decreased by 1.43%
Analysis last updated: Tuesday, June 9, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 23.38 | |
| 0.0384 | 18.96 | |
| 0.8997 | 549.95 | |
| 0.1066 | 22.59 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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