V-Lab: Russell 1000 Value Index MF2-GARCH Volatility Analysis

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Russell 1000 Value Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:10.37% (+0.36%)

Analysis last updated: Friday, December 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8531	251.64
$γ$	0.1926	47.20
$λ_{1}$	0.0247	7.01
$λ_{2}$	0.1212	8.53
$λ_{3}$	0.8535	48.94

Estimation Period:
May 12, 2000 to Dec 12, 2025

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