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	param	t-stat
$ω$	0.7821	13.12
$α$	0.1227	4.51
$β$	0.7039	12.42
$γ_{1}$	-0.0023	-2.20

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CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:93.85% (+3.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses