V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:106.88% (-10.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8192 | 15.25 | |
| 0.1222 | 4.44 | |
| 0.7169 | 13.04 | |
| -0.0009 | -2.87 |
Estimation Period:
Jan 2, 2004 to May 23, 2025
Jan 2, 2004 to May 23, 2025
News Impact Curve
Volatility Forecasts
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