V-Lab
CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:75.52% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7869 | 12.86 | |
| 0.1228 | 4.45 | |
| 0.7084 | 12.53 | |
| -0.0019 | -1.66 |
Estimation Period:
Jan 2, 2004 to Jul 11, 2025
Jan 2, 2004 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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