CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:91.57% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8307 | 15.64 | |
| 0.1233 | 4.53 | |
| 0.7142 | 13.13 | |
| -0.0008 | -2.73 |
Estimation Period:
Jan 2, 2004 to Nov 28, 2025
Jan 2, 2004 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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