CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:120.72% (+52.15%)
Parameter Estimates
param | t-stat | |
---|---|---|
3.5869 | 18.21 | |
0.1740 | 13.49 | |
0.7903 | 110.59 | |
-0.1740 | -13.19 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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