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	param	t-stat
$ω$	0.0240	19.12
$α$	0.0038	1.45
$β$	0.8852	384.02
$γ$	0.1773	30.57

V-Lab

Russell 1000 Value Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:10.68% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses