Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:11.91% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9854 | 7.64 | |
| 0.1178 | 9.66 | |
| 0.8610 | 68.95 | |
| 0.0004 | 0.98 |
Estimation Period:
May 12, 2000 to Dec 5, 2025
May 12, 2000 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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