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	param	t-stat
$ω$	0.8335	15.84
$α$	0.1236	4.55
$β$	0.7127	13.10
$γ_{1}$	-0.0008	-2.73

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CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:104.58% (+6.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses