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	param	t-stat
$ω$	3.5995	18.36
$α$	0.1753	13.62
$β$	0.7889	110.90
$γ$	-0.1753	-13.32

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:70.42% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses