V-Lab
CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:61.53% (-0.70%)
Analysis last updated: Thursday, May 9, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1656 | 29.86 | |
| 0.8029 | 98.39 | |
| -0.1656 | -18.45 | |
| 0.1308 | 1.35 | |
| 0.0074 | 2.23 | |
| 0.9882 | 163.75 |
Estimation Period:
Jan 2, 2004 to May 3, 2024
Jan 2, 2004 to May 3, 2024
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