Russell 2000 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:21.43% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 7.36 | |
| 0.1663 | 44.53 | |
| 0.9783 | 1,213.74 | |
| -0.0876 | -31.51 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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