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	param	t-stat
$ω$	2.1003	16.04
$α$	0.0995	32.23
$β$	0.7552	173.14
$γ$	-5.0083	-26.13

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CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:76.30% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses