V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:90.10% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8214 | 15.27 | |
| 0.1234 | 4.45 | |
| 0.7143 | 12.92 | |
| -0.0009 | -2.83 |
Estimation Period:
Jan 2, 2004 to May 16, 2025
Jan 2, 2004 to May 16, 2025
News Impact Curve
Volatility Forecasts
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