V-Lab
Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:11.24% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9917 | 7.54 | |
| 0.1181 | 9.63 | |
| 0.8612 | 69.02 | |
| 0.0004 | 1.00 |
Estimation Period:
May 12, 2000 to Sep 12, 2025
May 12, 2000 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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