Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.63% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7705 | 6.39 | |
| 0.1080 | 10.60 | |
| 0.8557 | 72.12 | |
| 0.0358 | 3.72 | |
| -0.0471 | -3.19 | |
| 0.0013 | 0.12 | |
| 0.0245 | 2.76 | |
| -0.0216 | -3.46 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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