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

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:14.80% (-2.58%)

Analysis last updated: Monday, June 30, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0455	32.82
$α$	0.1897	58.27
$β$	0.7863	208.18
$γ$	0.2827	35.80
$δ$	0.6184	22.27

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts