Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
22.03%
decreased by 0.97%
1 Week
21.95%
decreased by 1.05%
1 Month
21.62%
decreased by 1.38%
Analysis last updated: Wednesday, June 17, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 17.15 | |
| 0.0012 | 0.30 | |
| 0.9058 | 335.98 | |
| 0.1551 | 25.01 |
Estimation Period:
May 12, 2000 to Jun 12, 2026
May 12, 2000 to Jun 12, 2026
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