Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:24.17% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 19.66 | |
| 0.0974 | 45.97 | |
| 0.8969 | 453.67 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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