CBOE Russell 2000 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:94.43% (+13.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.5233 | 18.75 | |
| 0.1006 | 20.11 | |
| 0.9021 | 135.39 | |
| 5.7914 | 4.67 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
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