V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:86.63% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8231 | 15.22 | |
| 0.1245 | 4.48 | |
| 0.7130 | 12.91 | |
| -0.0009 | -2.79 |
Estimation Period:
Jan 2, 2004 to May 2, 2025
Jan 2, 2004 to May 2, 2025
News Impact Curve
Volatility Forecasts
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