V-Lab: Russell 1000 Value Index MF2-GARCH Volatility Analysis

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Russell 1000 Value Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:10.09% (-0.34%)

Analysis last updated: Tuesday, November 11, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8529	251.16
$γ$	0.1925	47.09
$λ_{1}$	0.0253	6.90
$λ_{2}$	0.1250	8.36
$λ_{3}$	0.8490	46.26

Estimation Period:
May 12, 2000 to Nov 7, 2025

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