Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.28% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1554 | 6.99 | |
| 0.0870 | 51.80 | |
| 0.9950 | 1,269.09 | |
| 10.4930 | 6.34 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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