Russell 2000 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:20.42% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 23.32 | |
| 0.0387 | 18.85 | |
| 0.8995 | 544.50 | |
| 0.1061 | 22.28 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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