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	param	t-stat
$ω$	0.0240	19.13
$α$	0.0037	1.42
$β$	0.8852	384.38
$γ$	0.1773	30.60

V-Lab

Russell 1000 Value Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:16.84% (+2.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses