Russell 2000 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.32% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 35.27 | |
| 0.0912 | 48.05 | |
| 0.9088 | 497.13 | |
| 0.5808 | 40.14 | |
| 0.9515 | 35.77 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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