CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.38% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0958 | 15.93 | |
| 0.0988 | 32.22 | |
| 0.7551 | 173.36 | |
| -5.0525 | -26.18 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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