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 Thursday, October 16th, 2025:14.91% (-0.84%)

Analysis last updated: Wednesday, October 15, 2025 at 09:17 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	251.60
$γ$	0.1933	47.14
$λ_{1}$	0.0258	6.87
$λ_{2}$	0.1263	8.22
$λ_{3}$	0.8474	44.95

Estimation Period:
May 12, 2000 to Oct 10, 2025

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