CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:92.50% (+14.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8309 | 15.60 | |
| 0.1235 | 4.52 | |
| 0.7140 | 13.10 | |
| -0.0008 | -2.71 |
Estimation Period:
Jan 2, 2004 to Nov 7, 2025
Jan 2, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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