Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.46% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0550 | 7.82 | |
| 0.1060 | 9.73 | |
| 0.8667 | 69.45 | |
| 0.0585 | 5.47 | |
| -0.0806 | -4.61 | |
| 0.0457 | 3.04 | |
| -0.0359 | -3.43 |
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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