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	param	t-stat
$ω$	3.5665	18.32
$α$	0.1754	13.66
$β$	0.7897	111.78
$γ$	-0.1754	-13.36

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:109.00% (-8.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses