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	param	t-stat
$ω$	0.0239	19.09
$α$	0.0040	1.54
$β$	0.8850	382.44
$γ$	0.1773	30.50

V-Lab

Russell 1000 Value Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:10.25% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses