CBOE Russell 2000 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:72.90% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7107 | 9.01 | |
| 0.0791 | 4.45 | |
| 0.8335 | 121.93 | |
| -1.0000 | -2.72 | |
| 1.1647 | 23.01 |
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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