V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:76.97% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8235 | 15.39 | |
| 0.1230 | 4.48 | |
| 0.7148 | 13.00 | |
| -0.0009 | -2.81 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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