CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:73.75% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6152 | 18.33 | |
| 0.1749 | 13.57 | |
| 0.7888 | 110.34 | |
| -0.1749 | -13.26 |
Estimation Period:
Jan 2, 2004 to Oct 31, 2025
Jan 2, 2004 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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