CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
90.38%
decreased by 6.08%
1 Week
90.15%
decreased by 6.31%
1 Month
89.78%
decreased by 6.68%
Analysis last updated: Wednesday, April 15, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.92 | |
| 0.1242 | 18.62 | |
| 0.7186 | 58.64 |
Estimation Period:
Jan 2, 2004 to Apr 10, 2026
Jan 2, 2004 to Apr 10, 2026
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