Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.90% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 16.94 | |
| 0.0008 | 0.21 | |
| 0.9060 | 333.59 | |
| 0.1551 | 24.34 |
Estimation Period:
May 12, 2000 to Feb 20, 2026
May 12, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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