V-Lab: Russell 1000 Value Index Asy. Power MEM Volatility Analysis

V-Lab

Russell 1000 Value Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:10.20% (+0.70%)

Analysis last updated: Friday, July 11, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0289	29.07
$α$	0.1805	42.79
$β$	0.7975	216.77
$γ$	0.3197	29.71
$δ$	1.4327	28.46

Estimation Period:
May 12, 2000 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts