V-Lab
CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:68.14% (+4.23%)
Analysis last updated: Wednesday, May 1, 2024 at 11:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1655 | 29.83 | |
| 0.8031 | 98.43 | |
| -0.1655 | -18.40 | |
| 0.1313 | 1.34 | |
| 0.0073 | 2.20 | |
| 0.9884 | 163.31 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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