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	param	t-stat
$ω$	0.7809	13.07
$α$	0.1231	4.50
$β$	0.7028	12.36
$γ_{1}$	-0.0023	-2.22

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CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:91.88% (+12.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses