CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:93.40% (-6.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1827 | 30.14 | |
| 0.7718 | 87.51 | |
| -0.1827 | -20.94 | |
| 0.2691 | 1.11 | |
| 0.0083 | 1.57 | |
| 0.9828 | 78.50 |
Estimation Period:
Jan 2, 2004 to Oct 17, 2025
Jan 2, 2004 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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