V-Lab: Russell 2000 Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:19.89% (+2.26%)

Analysis last updated: Friday, December 12, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0208	8.44
$β$	0.8451	283.10
$γ$	0.1527	42.38
$λ_{1}$	0.0011	5.80
$λ_{2}$	0.0139	13.44
$λ_{3}$	0.9855	898.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts