V-Lab
CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:66.02% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.7617 | 18.37 | |
| 0.0996 | 20.22 | |
| 0.9056 | 138.99 | |
| 5.8370 | 4.60 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
Other CBOE Russell 2000 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices