V-Lab
CBOE Russell 2000 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:72.76% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6793 | 9.04 | |
| 0.0797 | 5.61 | |
| 0.8355 | 122.83 | |
| -1.0000 | -3.42 | |
| 1.1435 | 22.76 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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