Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.21% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9838 | 7.72 | |
| 0.1171 | 9.68 | |
| 0.8614 | 69.27 | |
| 0.0004 | 1.00 |
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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