Russell 1000 Value Index GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
14.16%
increased by 1.08%
1 Week
14.28%
increased by 1.20%
1 Month
14.71%
increased by 1.63%
Analysis last updated: Friday, July 3, 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 | |
|---|---|---|
| 0.0241 | 21.18 | |
| 0.1143 | 35.14 | |
| 0.8646 | 258.85 |
Estimation Period:
May 12, 2000 to Jul 2, 2026
May 12, 2000 to Jul 2, 2026
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