Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:11.99% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9859 | 7.63 | |
| 0.1178 | 9.65 | |
| 0.8610 | 68.87 | |
| 0.0004 | 0.98 |
Estimation Period:
May 12, 2000 to Nov 14, 2025
May 12, 2000 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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