Russell 2000 Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
18.18%
decreased by 0.74%
1 Week
18.26%
decreased by 0.66%
1 Month
18.54%
decreased by 0.38%
Analysis last updated: Saturday, May 9, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.35 | |
| 0.1655 | 44.66 | |
| 0.9782 | 1,213.69 | |
| -0.0880 | -31.95 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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