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

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Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:19.52% (-0.61%)

Analysis last updated: Friday, December 5, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0208	8.44
$β$	0.8451	283.22
$γ$	0.1526	42.36
$λ_{1}$	0.0011	5.79
$λ_{2}$	0.0139	13.44
$λ_{3}$	0.9855	898.40

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

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