Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.64% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8531 | 251.73 | |
| 0.1929 | 47.15 | |
| 0.0219 | 7.32 | |
| 0.1068 | 9.06 | |
| 0.8708 | 60.40 |
Estimation Period:
May 12, 2000 to Feb 20, 2026
May 12, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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