Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
14.05%
decreased by 0.66%
1 Week
14.26%
decreased by 0.45%
1 Month
15.00%
increased by 0.29%
Analysis last updated: Friday, June 26, 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 | |
| 0.8544 | 255.04 | |
| 0.1904 | 47.55 | |
| 0.0219 | 7.29 | |
| 0.1053 | 8.83 | |
| 0.8724 | 59.85 |
Estimation Period:
May 12, 2000 to Jun 18, 2026
May 12, 2000 to Jun 18, 2026
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