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	param	t-stat
$ω$	0.8325	15.69
$α$	0.1236	4.53
$β$	0.7135	13.10
$γ_{1}$	-0.0008	-2.70

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CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 23rd, 2025:87.90% (-5.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses