CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:67.53% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1993 | 5.55 | |
| 0.0570 | 11.26 | |
| 0.9400 | 137.91 | |
| 0.1752 | 29.81 |
Estimation Period:
Jan 2, 2004 to Dec 12, 2025
Jan 2, 2004 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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