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

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:19.18% (+0.05%)

Analysis last updated: Friday, May 9, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0456	32.83
$α$	0.1902	58.13
$β$	0.7857	207.31
$γ$	0.2826	35.80
$δ$	0.6168	22.18

Estimation Period:
Jan 1, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts