V-Lab
V-Lab
CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:71.61% (+0.87%)
Analysis last updated: Monday, September 15, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE Russell 2000 Volatility Index EGARCH
paramt-stat
ω0.19985.66
α0.058411.38
β0.9400140.21
γ0.174629.41
Estimation Period:
Jan 2, 2004 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts