V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.32% (-0.92%)
Analysis last updated: Friday, May 3, 2024 at 09:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8447 | 237.41 | |
| 0.1949 | 45.13 | |
| 0.0139 | 6.09 | |
| 0.0877 | 6.53 | |
| 0.9005 | 60.59 |
Estimation Period:
May 12, 2000 to May 3, 2024
May 12, 2000 to May 3, 2024
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