Russell 2000 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.79% (+6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7395 | 6.07 | |
| 0.1089 | 10.63 | |
| 0.8579 | 74.90 | |
| 0.0233 | 3.94 | |
| -0.0380 | -4.60 | |
| 0.0174 | 2.94 | |
| 0.0073 | 0.86 |
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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