Russell 1000 Value Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:11.99% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 19.08 | |
| 0.0043 | 1.64 | |
| 0.8847 | 380.36 | |
| 0.1773 | 30.40 |
Estimation Period:
May 12, 2000 to Nov 28, 2025
May 12, 2000 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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