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	param	t-stat
$ω$	0.0239	19.07
$α$	0.0041	1.57
$β$	0.8848	381.56
$γ$	0.1775	30.51

V-Lab

Russell 1000 Value Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:9.42% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses