Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
21.80%
decreased by 0.85%
1 Week
21.82%
decreased by 0.83%
1 Month
21.88%
decreased by 0.77%
Analysis last updated: Thursday, June 18, 2026 at 12:04 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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