V-Lab: Russell 2000 Index GAS-GARCH Student T Volatility Analysis

V-Lab

Russell 2000 Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:13.96% (+0.83%)

Analysis last updated: Tuesday, October 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1189	6.95
$α$	0.0871	51.32
$β$	0.9949	1,246.75
$ν$	10.4350	6.35

Estimation Period:
Jan 1, 1990 to Oct 3, 2025