V-Lab: Russell 1000 Value Index GARCH Volatility Analysis

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V-Lab

Russell 1000 Value Index GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:11.29% (-0.37%)

Analysis last updated: Friday, October 31, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	20.90
$α$	0.1165	34.82
$β$	0.8627	253.06

Estimation Period:
May 12, 2000 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts