V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:70.31% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5803 | 18.26 | |
| 0.1747 | 13.52 | |
| 0.7903 | 110.96 | |
| -0.1747 | -13.24 |
Estimation Period:
Jan 2, 2004 to Sep 12, 2025
Jan 2, 2004 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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