Russell 1000 Value Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.41% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 0.94 | |
| 0.1513 | 30.59 | |
| 0.9742 | 671.41 | |
| -0.1403 | -36.17 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Russell 1000 Value Index Analyses
Other EGARCH Analyses on Equity Indices