CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:112.75% (+36.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8290 | 15.54 | |
| 0.1228 | 4.48 | |
| 0.7158 | 13.12 | |
| -0.0008 | -2.74 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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