Russell 2000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:22.79% (+0.36%)
Parameter Estimates
param | t-stat | |
---|---|---|
2.1553 | 6.96 | |
0.0873 | 51.61 | |
0.9950 | 1,265.85 | |
10.4219 | 6.39 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
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