Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:23.77% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.72 | |
| 0.0998 | 54.19 | |
| 0.8838 | 475.95 | |
| 0.5102 | 42.00 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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