V-Lab: Russell 1000 Value Index Spline-GARCH Volatility Analysis

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V-Lab

Russell 1000 Value Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:12.04% (-0.46%)

Analysis last updated: Wednesday, December 17, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0493	6.99
$α$	0.1177	9.60
$β$	0.8602	68.64
$γ_{1}$	0.0017	1.22

Estimation Period:
May 12, 2000 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts