Russell 2000 Index APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.68%
increased by 6.59%
1 Week
24.57%
increased by 6.48%
1 Month
24.17%
increased by 6.08%
Analysis last updated: Saturday, June 6, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 35.41 | |
| 0.0909 | 48.14 | |
| 0.9091 | 499.51 | |
| 0.5824 | 40.38 | |
| 0.9478 | 35.70 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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