CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:80.33% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8285 | 15.55 | |
| 0.1227 | 4.50 | |
| 0.7159 | 13.17 | |
| -0.0008 | -2.75 |
Estimation Period:
Jan 2, 2004 to Oct 24, 2025
Jan 2, 2004 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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