Russell 1000 Growth Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.19% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2966 | 7.09 | |
| 0.1065 | 10.38 | |
| 0.8757 | 80.75 | |
| 0.0048 | 3.39 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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