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, December 19th, 2025:21.46% (-0.75%)

Analysis last updated: Thursday, December 18, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6617	6.08
$α$	0.1084	10.03
$β$	0.8457	64.09
$γ_{1}$	0.0005	0.02
$γ_{2}$	0.0569	1.16
$γ_{3}$	-0.1235	-3.84
$γ_{4}$	0.1094	4.41
$γ_{5}$	-0.0936	-4.08
$γ_{6}$	0.0834	3.36
$γ_{7}$	-0.0228	-0.98
$γ_{8}$	-0.0262	-1.59

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Volatility Forecasts