Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:22.79% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1643 | 6.98 | |
| 0.0871 | 51.68 | |
| 0.9950 | 1,278.92 | |
| 10.4681 | 6.36 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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