Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.13%
decreased by 1.29%
1 Week
23.04%
decreased by 1.38%
1 Month
22.87%
decreased by 1.55%
Analysis last updated: Friday, April 3, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0204 | 8.29 | |
| 0.8451 | 283.70 | |
| 0.1532 | 42.56 | |
| 0.0011 | 5.90 | |
| 0.0140 | 13.43 | |
| 0.9854 | 891.78 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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