CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:95.53% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.5594 | 18.83 | |
| 0.1005 | 20.07 | |
| 0.9017 | 135.55 | |
| 5.7843 | 4.67 |
Estimation Period:
Jan 2, 2004 to Feb 20, 2026
Jan 2, 2004 to Feb 20, 2026
Other CBOE Russell 2000 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices