CBOE Russell 2000 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:102.06% (+7.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1985 | 5.59 | |
| 0.0574 | 11.29 | |
| 0.9403 | 139.45 | |
| 0.1744 | 29.47 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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