CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:96.72% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1819 | 29.96 | |
| 0.7685 | 82.95 | |
| -0.1819 | -20.60 | |
| 0.7651 | 1.02 | |
| 0.0191 | 1.17 | |
| 0.9555 | 23.86 |
Estimation Period:
Jan 2, 2004 to Mar 13, 2026
Jan 2, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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