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

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:18.99% (-0.18%)

Analysis last updated: Tuesday, July 29, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0222	8.87
$β$	0.8442	280.65
$γ$	0.1521	41.88
$λ_{1}$	0.0011	5.87
$λ_{2}$	0.0139	13.41
$λ_{3}$	0.9855	895.09

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts