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	param	t-stat
$ω$	-0.0147	-5.57
$α$	0.0996	37.59
$β$	0.8709	312.13
$γ$	0.7050	27.95

V-Lab

Russell 1000 Value Index AGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:10.67% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses