CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:67.61% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1833 | 30.01 | |
| 0.7684 | 83.22 | |
| -0.1833 | -20.94 | |
| 0.7391 | 1.04 | |
| 0.0190 | 1.21 | |
| 0.9564 | 25.09 |
Estimation Period:
Jan 2, 2004 to Dec 24, 2025
Jan 2, 2004 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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