Russell 1000 Value Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.78% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0456 | 7.04 | |
| 0.1174 | 9.62 | |
| 0.8605 | 68.85 | |
| 0.0016 | 1.20 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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