Russell 1000 Value Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
11.42%
decreased by 0.40%
1 Week
11.81%
decreased by 0.01%
1 Month
12.91%
increased by 1.09%
Analysis last updated: Tuesday, April 14, 2026 at 12:15 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 | 254.28 | |
| 0.1916 | 47.35 | |
| 0.0216 | 7.38 | |
| 0.1041 | 9.03 | |
| 0.8738 | 62.01 |
Estimation Period:
May 12, 2000 to Apr 10, 2026
May 12, 2000 to Apr 10, 2026
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