V-Lab: Russell 2000 Index Asy. Power MEM Volatility Analysis

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V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.03% (+0.47%)

Analysis last updated: Thursday, April 18, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0431	31.52
$α$	0.1840	56.48
$β$	0.7941	211.26
$γ$	0.2858	35.47
$δ$	0.6613	23.60

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts