V-Lab: Russell 2000 Index APARCH Volatility Analysis

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Russell 2000 Index APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:21.35% (-1.07%)

Analysis last updated: Monday, November 10, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0258	35.20
$α$	0.0913	47.88
$β$	0.9087	494.95
$γ$	0.5787	39.93
$δ$	0.9496	35.36

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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Volatility Forecasts