Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.35%
decreased by 0.99%
1 Week
24.34%
decreased by 1.00%
1 Month
24.30%
decreased by 1.04%
Analysis last updated: Saturday, June 13, 2026 at 12:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1691 | 7.00 | |
| 0.0865 | 51.94 | |
| 0.9950 | 1,292.27 | |
| 10.5312 | 6.33 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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