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 Monday, November 10th, 2025:22.22% (-0.88%)

Analysis last updated: Friday, November 7, 2025 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6605	6.09
$α$	0.1084	10.01
$β$	0.8453	63.76
$γ_{1}$	-0.0002	-0.01
$γ_{2}$	0.0585	1.19
$γ_{3}$	-0.1251	-3.88
$γ_{4}$	0.1107	4.47
$γ_{5}$	-0.0947	-4.13
$γ_{6}$	0.0830	3.36
$γ_{7}$	-0.0209	-0.90
$γ_{8}$	-0.0277	-1.68

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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