V-Lab: Russell 2000 Index MF2-GARCH Volatility Analysis

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Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:22.20% (-0.92%)

Analysis last updated: Friday, October 24, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0211	8.52
$β$	0.8450	283.17
$γ$	0.1527	42.28
$λ_{1}$	0.0011	5.77
$λ_{2}$	0.0139	13.44
$λ_{3}$	0.9856	900.90

Estimation Period:
Jan 1, 1990 to Oct 24, 2025

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