Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.45% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7697 | 6.39 | |
| 0.1079 | 10.60 | |
| 0.8557 | 72.14 | |
| 0.0356 | 3.73 | |
| -0.0470 | -3.20 | |
| 0.0013 | 0.12 | |
| 0.0245 | 2.78 | |
| -0.0217 | -3.51 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Russell 2000 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices