Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
22.80%
increased by 2.28%
1 Week
10.20%
decreased by 12.60%
1 Month
4.98%
decreased by 17.82%
Analysis last updated: Saturday, March 21, 2026 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1590 | 7.00 | |
| 0.0869 | 51.78 | |
| 0.9950 | 1,277.26 | |
| 10.5311 | 6.31 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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