Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:13.33% (-0.70%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.0000 | 0.00 | |
0.8532 | 252.28 | |
0.1928 | 47.18 | |
0.0255 | 6.92 | |
0.1247 | 8.34 | |
0.8494 | 46.33 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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