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

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V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:24.30% (-1.74%)

Analysis last updated: Monday, January 13, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0443	32.08
$α$	0.1867	57.30
$β$	0.7901	208.97
$γ$	0.2810	35.20
$δ$	0.6258	22.15

Estimation Period:
Jan 1, 1990 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts