V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:174.38% (-16.53%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8357 | 14.84 | |
| 0.1219 | 4.35 | |
| 0.7251 | 13.36 | |
| -0.0008 | -2.49 |
Estimation Period:
Jan 2, 2004 to Dec 13, 2024
Jan 2, 2004 to Dec 13, 2024
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