CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:92.81% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8310 | 15.62 | |
| 0.1233 | 4.52 | |
| 0.7144 | 13.12 | |
| -0.0008 | -2.71 |
Estimation Period:
Jan 2, 2004 to Nov 14, 2025
Jan 2, 2004 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Russell 2000 Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices