V-Lab: Russell 2000 Index APARCH Volatility Analysis

Skip to main content

V-Lab

Russell 2000 Index APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:20.18% (+4.20%)

Analysis last updated: Monday, December 15, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0258	35.23
$α$	0.0911	47.90
$β$	0.9089	496.42
$γ$	0.5803	40.00
$δ$	0.9505	35.44

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts