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

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:18.26% (-0.32%)

Analysis last updated: Tuesday, July 1, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0222	8.87
$β$	0.8438	279.77
$γ$	0.1525	41.90
$λ_{1}$	0.0011	5.79
$λ_{2}$	0.0140	13.42
$λ_{3}$	0.9855	894.26

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts