CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.67% (-7.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1831 | 30.00 | |
| 0.7674 | 82.59 | |
| -0.1831 | -20.77 | |
| 0.7571 | 1.03 | |
| 0.0192 | 1.19 | |
| 0.9557 | 24.21 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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