Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:20.90% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1633 | 7.00 | |
| 0.0870 | 51.85 | |
| 0.9950 | 1,277.26 | |
| 10.5179 | 6.33 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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