V-Lab
CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:115.63% (+13.37%)
Analysis last updated: Tuesday, March 11, 2025 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1783 | 29.17 | |
| 0.7791 | 89.53 | |
| -0.1783 | -20.12 | |
| 0.2176 | 1.11 | |
| 0.0076 | 1.67 | |
| 0.9852 | 95.21 |
Estimation Period:
Jan 2, 2004 to Mar 7, 2025
Jan 2, 2004 to Mar 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Russell 2000 Volatility Index Analyses