V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:84.22% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8198 | 15.35 | |
| 0.1227 | 4.46 | |
| 0.7147 | 12.94 | |
| -0.0009 | -2.88 |
Estimation Period:
Jan 2, 2004 to Jun 27, 2025
Jan 2, 2004 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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