Russell 1000 Value Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.87% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0540 | 6.95 | |
| 0.1181 | 9.60 | |
| 0.8600 | 68.45 | |
| 0.0018 | 1.26 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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