V-Lab: Russell 2000 Index APARCH Volatility Analysis

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Russell 2000 Index APARCH Volatility Analysis

Volatility Prediction for Thursday, October 16th, 2025:18.95% (-0.81%)

Analysis last updated: Wednesday, October 15, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0258	35.16
$α$	0.0910	47.55
$β$	0.9090	493.21
$γ$	0.5799	39.87
$δ$	0.9448	35.16

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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Volatility Forecasts