Russell 1000 Growth Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.17% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.26 | |
| 0.1500 | 26.28 | |
| 0.9750 | 775.68 | |
| -0.1248 | -23.27 |
Estimation Period:
May 12, 2000 to Dec 26, 2025
May 12, 2000 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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