Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:16.92% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0209 | 8.48 | |
| 0.8450 | 282.69 | |
| 0.1526 | 42.36 | |
| 0.0011 | 5.89 | |
| 0.0140 | 13.40 | |
| 0.9854 | 888.56 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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