Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.12% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1387 | 6.99 | |
| 0.0871 | 51.50 | |
| 0.9949 | 1,256.22 | |
| 10.5180 | 6.29 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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