CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:117.11% (+23.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.77 | |
| 0.1253 | 18.29 | |
| 0.7176 | 57.72 |
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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