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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0372	34.18***
α ARCH Response to squared shocks	0.1936	50.42***
β GARCH Volatility persistence	0.7895	212.57***
γ leverage Additional response to negative shocks	0.2848	22.61***
δ power Transformation power	1.0658	25.72***

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Russell 1000 Growth Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses