Russell 1000 Value Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0470 | 7.03 | |
| 0.1176 | 9.62 | |
| 0.8603 | 68.71 | |
| 0.0016 | 1.22 |
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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