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	param	t-stat
$ω$	1.0441	7.06
$α$	0.1170	9.61
$β$	0.8608	69.03
$γ_{1}$	0.0016	1.20

V-Lab

Russell 1000 Value Index Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 18th, 2026:13.05% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 1000 Value Index Analyses