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	param	t-stat
$ω$	0.9870	7.69
$α$	0.1177	9.67
$β$	0.8609	68.93
$γ_{1}$	0.0004	1.02

V-Lab

Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:10.26% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses