CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:85.30% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 15.77 | |
| 0.1232 | 4.53 | |
| 0.7139 | 13.13 | |
| -0.0008 | -2.69 |
Estimation Period:
Jan 2, 2004 to Jan 23, 2026
Jan 2, 2004 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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