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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8529	251.38
$γ$	0.1927	47.20
$λ_{1}$	0.0246	6.99
$λ_{2}$	0.1220	8.55
$λ_{3}$	0.8526	48.66

V-Lab

Russell 1000 Value Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:9.90% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses