CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:94.56% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7840 | 12.90 | |
| 0.1227 | 4.48 | |
| 0.7083 | 12.65 | |
| -0.0021 | -1.95 |
Estimation Period:
Jan 2, 2004 to Oct 17, 2025
Jan 2, 2004 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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