V-Lab: CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

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CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:94.45% (+23.68%)

Analysis last updated: Friday, November 14, 2025 at 12:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1840	30.10
$β$	0.7678	84.88
$γ$	-0.1840	-20.77
$λ_{1}$	0.2943	1.15
$λ_{2}$	0.0089	1.59
$λ_{3}$	0.9813	73.81

Estimation Period:
Jan 2, 2004 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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