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	param	t-stat
$ω$	0.8359	15.70
$α$	0.1239	4.55
$β$	0.7140	13.18
$γ_{1}$	-0.0008	-2.64

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CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:79.07% (+4.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses