Russell 2000 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:25.29% (-1.26%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.6620 | 6.12 | |
0.1087 | 10.02 | |
0.8450 | 63.66 | |
-0.0004 | -0.01 | |
0.0591 | 1.20 | |
-0.1257 | -3.89 | |
0.1113 | 4.48 | |
-0.0951 | -4.14 | |
0.0830 | 3.35 | |
-0.0198 | -0.85 | |
-0.0291 | -1.75 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
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