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	param	t-stat
$ω$	0.1958	5.31
$α$	0.0547	11.03
$β$	0.9410	135.08
$γ$	0.1753	30.23

V-Lab

CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:96.41% (-7.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses