CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:84.96% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7825 | 13.10 | |
| 0.1229 | 4.52 | |
| 0.7042 | 12.45 | |
| -0.0022 | -2.17 |
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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