V-Lab
CBOE Russell 2000 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:83.45% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8211 | 15.38 | |
| 0.1228 | 4.47 | |
| 0.7144 | 12.94 | |
| -0.0009 | -2.85 |
Estimation Period:
Jan 2, 2004 to Jul 11, 2025
Jan 2, 2004 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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