Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:22.27% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 5.85 | |
| 0.0999 | 53.86 | |
| 0.8839 | 473.66 | |
| 0.5068 | 41.67 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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