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

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:15.00% (-2.34%)

Analysis last updated: Monday, September 15, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0451	32.81
$α$	0.1879	58.33
$β$	0.7883	210.72
$γ$	0.2842	35.96
$δ$	0.6173	22.25

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts