V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:92.53% (-6.35%)
Analysis last updated: Monday, January 20, 2025 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8276 | 15.03 | |
| 0.1238 | 4.40 | |
| 0.7165 | 12.89 | |
| -0.0009 | -2.68 |
Estimation Period:
Jan 2, 2004 to Jan 17, 2025
Jan 2, 2004 to Jan 17, 2025
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