Russell 1000 Value Index APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.39%
decreased by 0.74%
1 Week
13.59%
decreased by 0.54%
1 Month
14.29%
increased by 0.16%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 32.45 | |
| 0.0751 | 4.90 | |
| 0.9085 | 392.95 | |
| 1.0000 | 3.04 | |
| 1.1901 | 41.43 |
Estimation Period:
May 12, 2000 to Jun 12, 2026
May 12, 2000 to Jun 12, 2026
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