Russell 1000 Value Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:12.81% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 19.05 | |
| 0.0043 | 1.62 | |
| 0.8847 | 380.02 | |
| 0.1776 | 30.39 |
Estimation Period:
May 12, 2000 to Oct 24, 2025
May 12, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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