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 Tuesday, November 18th, 2025:14.21% (+1.59%)

Analysis last updated: Monday, November 17, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8532	251.68
$γ$	0.1922	47.08
$λ_{1}$	0.0251	6.94
$λ_{2}$	0.1235	8.42
$λ_{3}$	0.8507	47.26

Estimation Period:
May 12, 2000 to Nov 14, 2025

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Volatility Forecasts