CBOE Russell 2000 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:98.44% (-5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6787 | 9.13 | |
| 0.0797 | 5.77 | |
| 0.8351 | 123.51 | |
| -1.0000 | -3.53 | |
| 1.1422 | 22.94 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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