V-Lab: Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

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Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:26.46% (-1.22%)

Analysis last updated: Wednesday, November 26, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6616	6.07
$α$	0.1085	10.04
$β$	0.8456	64.08
$γ_{1}$	0.0002	0.01
$γ_{2}$	0.0575	1.17
$γ_{3}$	-0.1241	-3.85
$γ_{4}$	0.1099	4.42
$γ_{5}$	-0.0939	-4.09
$γ_{6}$	0.0830	3.34
$γ_{7}$	-0.0215	-0.92
$γ_{8}$	-0.0276	-1.67

Estimation Period:
Jan 1, 1990 to Nov 26, 2025

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