Russell 2000 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.00% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 7.38 | |
| 0.1664 | 44.66 | |
| 0.9782 | 1,210.59 | |
| -0.0881 | -31.81 |
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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