V-Lab: Russell 2000 Index MEM Volatility Analysis

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Russell 2000 Index MEM Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:33.40% (+7.19%)

Analysis last updated: Tuesday, October 14, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0299	11.39
$α$	0.2213	57.47
$β$	0.7666	251.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts