Russell 2000 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:20.72% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 19.74 | |
| 0.0973 | 46.39 | |
| 0.8969 | 457.62 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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