Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.86% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7034 | 4.31 | |
| 0.0952 | 39.30 | |
| 0.9945 | 762.64 | |
| 8.2355 | 6.65 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
Other Russell 1000 Growth Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices