Russell 2000 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.83% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 35.26 | |
| 0.0914 | 48.03 | |
| 0.9086 | 496.53 | |
| 0.5802 | 40.10 | |
| 0.9521 | 35.79 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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