Russell 1000 Value Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:11.83% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9852 | 7.61 | |
| 0.1178 | 9.65 | |
| 0.8610 | 68.89 | |
| 0.0004 | 0.97 |
Estimation Period:
May 12, 2000 to Oct 24, 2025
May 12, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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