Russell 1000 Growth Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.32% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.25 | |
| 0.1498 | 26.28 | |
| 0.9750 | 774.43 | |
| -0.1250 | -23.37 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Russell 1000 Growth Index Analyses
Other EGARCH Analyses on Equity Indices