iShares Russell 2000 ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
16.35%
increased by 0.07%
1 Week
16.59%
increased by 0.31%
1 Month
17.45%
increased by 1.17%
Analysis last updated: Tuesday, July 7, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2150 | 11.25 | |
| 0.0834 | 29.81 | |
| 0.9861 | 583.46 | |
| 13.9731 | 3.01 |
Estimation Period:
May 29, 2000 to Jul 2, 2026
May 29, 2000 to Jul 2, 2026
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