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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.1835	30.08
$β$	0.7689	83.78
$γ$	-0.1835	-21.06
$λ_{1}$	0.7155	1.06
$λ_{2}$	0.0190	1.24
$λ_{3}$	0.9572	26.14

V-Lab

CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:68.99% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses