V-Lab: Russell 2000 Index Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Russell 2000 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:18.78% (-1.37%)

Analysis last updated: Friday, May 3, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0430	31.51
$α$	0.1839	56.52
$β$	0.7943	211.64
$γ$	0.2858	35.48
$δ$	0.6630	23.66

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts