CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:109.99% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5869 | 18.21 | |
| 0.1740 | 13.49 | |
| 0.7903 | 110.59 | |
| -0.1740 | -13.19 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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