Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
17.62%
decreased by 0.54%
1 Week
18.22%
increased by 0.06%
1 Month
19.77%
increased by 1.61%
Analysis last updated: Friday, May 15, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0201 | 8.24 | |
| 0.8454 | 284.36 | |
| 0.1532 | 42.83 | |
| 0.0011 | 5.89 | |
| 0.0139 | 13.46 | |
| 0.9855 | 897.52 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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