V-Lab
CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:75.44% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7829 | 12.86 | |
| 0.1229 | 4.46 | |
| 0.7075 | 12.54 | |
| -0.0022 | -1.94 |
Estimation Period:
Jan 2, 2004 to Sep 12, 2025
Jan 2, 2004 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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