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	param	t-stat
$ω$	0.0253	31.99
$α$	0.0764	5.59
$β$	0.9082	387.12
$γ$	1.0000	3.46
$δ$	1.1773	41.26

V-Lab

Russell 1000 Value Index APARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:11.18% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses