V-Lab
V-Lab
CBOE Russell 2000 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:73.48% (-2.29%)
Analysis last updated: Thursday, July 3, 2025 at 11:30 AM UTC
Date Range:

from

to

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1Y ·

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graph of CBOE Russell 2000 Volatility Index GARCH
paramt-stat
ω5.000017.66
α0.125218.20
β0.718757.84
Estimation Period:
Jan 2, 2004 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts