Russell 1000 Value Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:12.02% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 19.05 | |
| 0.0043 | 1.64 | |
| 0.8847 | 379.85 | |
| 0.1774 | 30.37 |
Estimation Period:
May 12, 2000 to Oct 31, 2025
May 12, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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