CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:113.77% (+16.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8343 | 15.81 | |
| 0.1239 | 4.55 | |
| 0.7119 | 13.05 | |
| -0.0008 | -2.70 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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