Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.25% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 19.73 | |
| 0.0975 | 46.40 | |
| 0.8967 | 456.59 |
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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