V-Lab: Russell 1000 Value Index EGARCH Volatility Analysis

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Russell 1000 Value Index EGARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:13.63% (+0.18%)

Analysis last updated: Friday, November 14, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	0.91
$α$	0.1505	30.60
$β$	0.9744	675.25
$γ$	-0.1398	-36.13

Estimation Period:
May 12, 2000 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts