CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:97.48% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0873 | 15.83 | |
| 0.0990 | 32.28 | |
| 0.7549 | 173.42 | |
| -5.0642 | -26.28 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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