Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
16.62%
increased by 6.86%
1 Week
16.63%
increased by 6.87%
1 Month
16.63%
increased by 6.87%
Analysis last updated: Saturday, June 6, 2026 at 12:05 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 | |
| 0.8545 | 254.15 | |
| 0.1902 | 47.50 | |
| 0.0219 | 7.29 | |
| 0.1051 | 8.84 | |
| 0.8725 | 60.02 |
Estimation Period:
May 12, 2000 to Jun 5, 2026
May 12, 2000 to Jun 5, 2026
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