Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
19.18%
decreased by 0.70%
1 Week
19.65%
decreased by 0.23%
1 Month
20.94%
increased by 1.06%
Analysis last updated: Friday, June 26, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0199 | 8.17 | |
| 0.8458 | 285.65 | |
| 0.1531 | 42.90 | |
| 0.0011 | 5.82 | |
| 0.0138 | 13.49 | |
| 0.9856 | 905.03 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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