Russell 1000 Value Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.14% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 21.04 | |
| 0.1156 | 35.01 | |
| 0.8634 | 255.66 |
Estimation Period:
May 12, 2000 to Mar 13, 2026
May 12, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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