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

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:20.42% (-0.77%)

Analysis last updated: Wednesday, June 18, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0222	8.87
$β$	0.8437	279.55
$γ$	0.1526	41.89
$λ_{1}$	0.0011	5.78
$λ_{2}$	0.0140	13.42
$λ_{3}$	0.9855	892.62

Estimation Period:
Jan 1, 1990 to Jun 18, 2025

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Volatility Forecasts

Volatility Forecasts