Russell 2000 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:25.31% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 23.29 | |
| 0.0387 | 18.86 | |
| 0.8996 | 544.20 | |
| 0.1058 | 22.21 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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