V-Lab
CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:69.74% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5985 | 18.24 | |
| 0.1742 | 13.48 | |
| 0.7902 | 110.45 | |
| -0.1742 | -13.19 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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