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Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.84% (-1.19%)
Analysis last updated: Monday, November 10, 2025 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Russell 2000 Index AGARCH
paramt-stat
ω0.00635.82
α0.099853.89
β0.8839474.22
γ0.507541.70
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts