V-Lab: Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.38% (+1.55%)

Analysis last updated: Friday, April 26, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1097	7.87
$α$	0.1046	9.67
$β$	0.8698	69.44
$γ_{1}$	0.0725	5.36
$γ_{2}$	-0.1019	-4.45
$γ_{3}$	0.0573	2.99
$γ_{4}$	-0.0413	-3.20

Estimation Period:
May 12, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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