Russell 2000 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:19.00% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.75 | |
| 0.0997 | 54.15 | |
| 0.8838 | 475.44 | |
| 0.5102 | 41.97 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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