V-Lab: Russell 1000 Value Index MEM Volatility Analysis

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Russell 1000 Value Index MEM Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:14.78% (-1.29%)

Analysis last updated: Monday, October 20, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0279	6.34
$α$	0.2417	35.45
$β$	0.7373	195.46

Estimation Period:
May 12, 2000 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts