Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:14.91% (-0.84%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.0000 | 0.00 | |
0.8529 | 251.60 | |
0.1933 | 47.14 | |
0.0258 | 6.87 | |
0.1263 | 8.22 | |
0.8474 | 44.95 |
Estimation Period:
May 12, 2000 to Oct 10, 2025
May 12, 2000 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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