Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.45% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0205 | 8.35 | |
| 0.8448 | 282.84 | |
| 0.1532 | 42.48 | |
| 0.0011 | 5.88 | |
| 0.0140 | 13.40 | |
| 0.9854 | 886.12 |
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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