CBOE Russell 2000 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:75.98% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1682 | 16.44 | |
| 0.0999 | 32.02 | |
| 0.7536 | 170.23 | |
| -4.9793 | -25.81 |
Estimation Period:
Jan 2, 2004 to Nov 7, 2025
Jan 2, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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