Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.50%
increased by 10.86%
1 Week
28.92%
increased by 10.28%
1 Month
27.33%
increased by 8.69%
Analysis last updated: Saturday, June 6, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0200 | 8.22 | |
| 0.8455 | 285.07 | |
| 0.1533 | 42.88 | |
| 0.0011 | 5.81 | |
| 0.0138 | 13.50 | |
| 0.9856 | 905.03 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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