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	param	t-stat
$ω$	3.6185	18.41
$α$	0.1742	13.64
$β$	0.7888	110.69
$γ$	-0.1742	-13.32

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:93.29% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses