Russell 2000 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.05% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7393 | 6.07 | |
| 0.1085 | 10.62 | |
| 0.8585 | 75.17 | |
| 0.0233 | 3.95 | |
| -0.0381 | -4.62 | |
| 0.0178 | 3.00 | |
| 0.0063 | 0.75 |
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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