CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:88.14% (+16.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.85 | |
| 0.1257 | 18.47 | |
| 0.7170 | 58.04 |
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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