Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
17.76%
increased by 0.84%
1 Week
18.35%
increased by 1.43%
1 Month
19.92%
increased by 3.00%
Analysis last updated: Wednesday, April 22, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0202 | 8.27 | |
| 0.8456 | 284.61 | |
| 0.1529 | 42.69 | |
| 0.0011 | 5.88 | |
| 0.0139 | 13.46 | |
| 0.9855 | 898.36 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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