Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
10.36%
decreased by 0.26%
1 Week
10.89%
increased by 0.27%
1 Month
12.22%
increased by 1.60%
Analysis last updated: Saturday, April 18, 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 | |
| 0.8543 | 254.19 | |
| 0.1917 | 47.52 | |
| 0.0213 | 7.40 | |
| 0.1029 | 9.05 | |
| 0.8752 | 63.01 |
Estimation Period:
May 12, 2000 to Apr 17, 2026
May 12, 2000 to Apr 17, 2026
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