Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:9.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9866 | 7.67 | |
| 0.1177 | 9.66 | |
| 0.8610 | 68.90 | |
| 0.0004 | 1.01 |
Estimation Period:
May 12, 2000 to Dec 26, 2025
May 12, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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