CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:87.98% (+15.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7820 | 12.94 | |
| 0.1234 | 4.49 | |
| 0.7051 | 12.48 | |
| -0.0022 | -2.07 |
Estimation Period:
Jan 2, 2004 to Nov 7, 2025
Jan 2, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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