CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.1691	42.54
$β$	0.8828	253.61
$γ$	-0.1639	-39.09
$λ_{1}$	0.0083	7.10
$λ_{2}$	0.0280	11.25
$λ_{3}$	0.9685	316.49

V-Lab

ProShares Short Russell2000 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.35% (+3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Short Russell2000 Analyses