Russell 1000 Growth Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:14.16% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -1.13 | |
| 0.0982 | 25.94 | |
| 0.8809 | 260.86 | |
| 0.6524 | 11.08 |
Estimation Period:
May 12, 2000 to Dec 24, 2025
May 12, 2000 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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