Russell 1000 Value Index APARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
12.99%
increased by 0.71%
1 Week
13.21%
increased by 0.93%
1 Month
13.98%
increased by 1.70%
Analysis last updated: Saturday, April 11, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 32.21 | |
| 0.0759 | 5.50 | |
| 0.9086 | 391.29 | |
| 1.0000 | 3.40 | |
| 1.1793 | 41.29 |
Estimation Period:
May 12, 2000 to Apr 10, 2026
May 12, 2000 to Apr 10, 2026
Other Russell 1000 Value Index Analyses
Other APARCH Analyses on Equity Indices