Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.52% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8529 | 251.00 | |
| 0.1934 | 47.17 | |
| 0.0219 | 7.32 | |
| 0.1067 | 9.04 | |
| 0.8708 | 60.32 |
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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