Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
13.51%
decreased by 0.72%
1 Week
13.56%
decreased by 0.67%
1 Month
13.89%
decreased by 0.34%
Analysis last updated: Friday, April 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8535 | 252.73 | |
| 0.1921 | 47.27 | |
| 0.0221 | 7.29 | |
| 0.1082 | 8.99 | |
| 0.8690 | 58.99 |
Estimation Period:
May 12, 2000 to Apr 2, 2026
May 12, 2000 to Apr 2, 2026
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