Russell 1000 Value Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.04% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0146 | -5.53 | |
| 0.1000 | 37.55 | |
| 0.8706 | 311.26 | |
| 0.7042 | 27.88 |
Estimation Period:
May 12, 2000 to Oct 31, 2025
May 12, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Russell 1000 Value Index Analyses
Other AGARCH Analyses on Equity Indices