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	param	t-stat
$ω$	3.6272	18.46
$α$	0.1748	13.69
$β$	0.7884	110.73
$γ$	-0.1748	-13.36

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:114.21% (+10.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses