Russell 1000 Value Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.09% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 32.18 | |
| 0.0764 | 5.52 | |
| 0.9080 | 387.85 | |
| 1.0000 | 3.42 | |
| 1.1788 | 41.35 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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