CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:91.40% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1821 | 29.92 | |
| 0.7686 | 82.97 | |
| -0.1821 | -20.67 | |
| 0.7550 | 1.02 | |
| 0.0189 | 1.18 | |
| 0.9560 | 24.27 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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