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	param	t-stat
$ω$	0.1965	5.33
$α$	0.0550	11.07
$β$	0.9408	135.04
$γ$	0.1757	30.21

V-Lab

CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:89.00% (-3.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses