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	param	t-stat
$ω$	3.6325	18.44
$α$	0.1751	13.66
$β$	0.7879	110.29
$γ$	-0.1751	-13.34

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:96.15% (-6.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses