V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:106.21% (+7.92%)
Analysis last updated: Tuesday, March 11, 2025 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8285 | 15.15 | |
| 0.1230 | 4.39 | |
| 0.7171 | 12.90 | |
| -0.0009 | -2.69 |
Estimation Period:
Jan 2, 2004 to Mar 7, 2025
Jan 2, 2004 to Mar 7, 2025
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