V-Lab
CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:79.40% (-6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8613 | 18.30 | |
| 0.0995 | 20.14 | |
| 0.9055 | 138.03 | |
| 5.8283 | 4.59 |
Estimation Period:
Jan 2, 2004 to Jun 27, 2025
Jan 2, 2004 to Jun 27, 2025
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