V-Lab
CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:77.46% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7871 | 12.85 | |
| 0.1230 | 4.45 | |
| 0.7081 | 12.52 | |
| -0.0019 | -1.64 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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