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Russell 1000 Value Index MEM Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:13.29% (-0.65%)
Analysis last updated: Wednesday, November 19, 2025 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Value Index MEM
paramt-stat
ω0.02796.36
α0.241935.50
β0.7368195.39
Estimation Period:
May 12, 2000 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts