Russell 1000 Value Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.38% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 32.00 | |
| 0.0767 | 5.61 | |
| 0.9079 | 385.34 | |
| 1.0000 | 3.48 | |
| 1.1768 | 41.10 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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