CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:101.89% (+17.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1821 | 29.83 | |
| 0.7680 | 82.45 | |
| -0.1821 | -20.64 | |
| 0.7508 | 1.03 | |
| 0.0192 | 1.19 | |
| 0.9558 | 24.35 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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