CBOE Russell 2000 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:72.82% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6184 | 18.36 | |
| 0.1752 | 13.60 | |
| 0.7884 | 110.41 | |
| -0.1752 | -13.30 |
Estimation Period:
Jan 2, 2004 to Dec 5, 2025
Jan 2, 2004 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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