Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:18.22% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1492 | 6.97 | |
| 0.0872 | 51.53 | |
| 0.9950 | 1,264.23 | |
| 10.4554 | 6.35 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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