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

V-Lab

Russell 2000 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:19.82% (+1.66%)

Analysis last updated: Friday, August 22, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0220	8.82
$β$	0.8445	281.13
$γ$	0.1518	41.88
$λ_{1}$	0.0010	5.71
$λ_{2}$	0.0138	13.46
$λ_{3}$	0.9856	904.25

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts