CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
117.11%
decreased by 8.67%
1 Week
110.34%
decreased by 15.44%
1 Month
98.39%
decreased by 27.39%
Analysis last updated: Friday, April 10, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.90 | |
| 0.1243 | 18.56 | |
| 0.7182 | 58.42 |
Estimation Period:
Jan 2, 2004 to Apr 2, 2026
Jan 2, 2004 to Apr 2, 2026
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