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	param	t-stat
$ω$	0.1966	5.48
$α$	0.0562	11.22
$β$	0.9408	138.39
$γ$	0.1753	30.10

V-Lab

CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:73.83% (-3.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses