Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.54% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 5.79 | |
| 0.1001 | 54.13 | |
| 0.8835 | 474.25 | |
| 0.5093 | 41.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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