Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:18.52% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.74 | |
| 0.0993 | 53.89 | |
| 0.8845 | 476.33 | |
| 0.5080 | 41.69 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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