Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:13.78% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9828 | 7.72 | |
| 0.1171 | 9.68 | |
| 0.8614 | 69.31 | |
| 0.0004 | 0.98 |
Estimation Period:
May 12, 2000 to Mar 6, 2026
May 12, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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