CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:86.51% (-4.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6164 | 18.35 | |
| 0.1748 | 13.58 | |
| 0.7888 | 110.46 | |
| -0.1748 | -13.27 |
Estimation Period:
Jan 2, 2004 to Nov 21, 2025
Jan 2, 2004 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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