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	param	t-stat
$ω$	31.6229	18.89
$α$	0.1007	20.08
$β$	0.9020	136.35
$ν$	5.8083	4.67

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CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 18th, 2026:105.72% (-4.15%)

Date Range:

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses