CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:113.23% (+10.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1828 | 30.03 | |
| 0.7680 | 82.91 | |
| -0.1828 | -20.74 | |
| 0.7700 | 1.02 | |
| 0.0191 | 1.17 | |
| 0.9553 | 23.77 |
Estimation Period:
Jan 2, 2004 to Mar 6, 2026
Jan 2, 2004 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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