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

V-Lab

CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:72.66% (-0.81%)

Analysis last updated: Friday, August 29, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1822	29.76
$β$	0.7716	85.45
$γ$	-0.1822	-20.80
$λ_{1}$	0.5805	1.07
$λ_{2}$	0.0161	1.30
$λ_{3}$	0.9648	33.05

Estimation Period:
Jan 2, 2004 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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