CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:70.32% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1829 | 29.94 | |
| 0.7689 | 83.35 | |
| -0.1829 | -20.75 | |
| 0.7388 | 1.03 | |
| 0.0186 | 1.20 | |
| 0.9569 | 25.11 |
Estimation Period:
Jan 2, 2004 to Nov 28, 2025
Jan 2, 2004 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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