Russell 1000 Value Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:11.02% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 21.29 | |
| 0.0927 | 21.07 | |
| 0.7882 | 242.44 | |
| 0.1943 | 24.58 |
Estimation Period:
May 12, 2000 to Jan 30, 2026
May 12, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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