Russell 2000 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:18.33% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 35.24 | |
| 0.0911 | 48.02 | |
| 0.9089 | 497.76 | |
| 0.5810 | 40.10 | |
| 0.9518 | 35.77 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Russell 2000 Index Analyses
Other APARCH Analyses on Equity Indices