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	param	t-stat
$ω$	0.7812	13.00
$α$	0.1233	4.50
$β$	0.7044	12.45
$γ_{1}$	-0.0023	-2.17

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CBOE Russell 2000 Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:75.95% (-2.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses