Russell 2000 Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.82% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 35.27 | |
| 0.0911 | 48.05 | |
| 0.9089 | 498.33 | |
| 0.5806 | 40.07 | |
| 0.9528 | 35.79 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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