Russell 2000 Index AGARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
22.92%
increased by 1.61%
1 Week
22.90%
decreased by 0.02%
1 Month
22.83%
decreased by 0.09%
Analysis last updated: Saturday, March 21, 2026 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.72 | |
| 0.0996 | 54.15 | |
| 0.8841 | 476.86 | |
| 0.5101 | 41.96 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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