Russell 1000 Growth Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:14.90% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -1.13 | |
| 0.0983 | 25.82 | |
| 0.8809 | 259.62 | |
| 0.6517 | 11.05 |
Estimation Period:
May 12, 2000 to Oct 24, 2025
May 12, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other Russell 1000 Growth Index Analyses
Other AGARCH Analyses on Equity Indices