Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:15.97% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1326 | 6.99 | |
| 0.0870 | 51.50 | |
| 0.9949 | 1,253.05 | |
| 10.5257 | 6.29 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
Other Russell 2000 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices