Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:21.02% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 19.68 | |
| 0.0973 | 46.20 | |
| 0.8970 | 455.56 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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