Russell 2000 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:19.62% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 23.31 | |
| 0.0386 | 18.82 | |
| 0.8995 | 544.49 | |
| 0.1061 | 22.29 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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