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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0264	27.51***
α ARCH Response to squared shocks	0.0752	14.66***
β GARCH Volatility persistence	0.9119	326.72***
γ leverage Additional response to negative shocks	0.8598	9.34***
δ power Transformation power	1.2468	40.73***

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Russell 1000 Growth Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses