Russell 2000 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.18% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0208 | 8.42 | |
| 0.8446 | 282.67 | |
| 0.1534 | 42.49 | |
| 0.0011 | 5.88 | |
| 0.0139 | 13.42 | |
| 0.9855 | 894.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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