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	param	t-stat
$ω$	3.6210	18.39
$α$	0.1742	13.61
$β$	0.7885	110.30
$γ$	-0.1742	-13.30

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CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:102.70% (+16.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses