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	param	t-stat
$m$	36
$α$	0.0209	8.47
$β$	0.8450	282.69
$γ$	0.1526	42.35
$λ_{1}$	0.0011	5.89
$λ_{2}$	0.0140	13.40
$λ_{3}$	0.9854	888.56

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:17.95% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses