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

V-Lab

| |

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:26.41% (-3.41%)

Analysis last updated: Friday, July 26, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0440	31.74
$α$	0.1873	56.94
$β$	0.7901	207.60
$γ$	0.2792	35.07
$δ$	0.6550	23.33

Estimation Period:
Jan 1, 1990 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts