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

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Russell 2000 Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:22.79% (+0.36%)

Analysis last updated: Wednesday, October 22, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1553	6.96
$α$	0.0873	51.61
$β$	0.9950	1,265.85
$ν$	10.4219	6.39

Estimation Period:
Jan 1, 1990 to Oct 17, 2025