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

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Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:23.13% (-1.03%)

Analysis last updated: Thursday, October 23, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0211	8.54
$β$	0.8450	283.16
$γ$	0.1527	42.29
$λ_{1}$	0.0010	5.76
$λ_{2}$	0.0139	13.45
$λ_{3}$	0.9856	901.73

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

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