CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:122.86% (+53.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1825 | 30.00 | |
| 0.7714 | 86.82 | |
| -0.1825 | -20.91 | |
| 0.2778 | 1.10 | |
| 0.0085 | 1.55 | |
| 0.9823 | 75.20 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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