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Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:22.47% (-0.84%)
Analysis last updated: Thursday, December 4, 2025 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 2000 Index GARCH
paramt-stat
ω0.014619.65
α0.097446.20
β0.8970455.78
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts