Russell 1000 Growth Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:14.94% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.27 | |
| 0.1500 | 26.10 | |
| 0.9751 | 775.13 | |
| -0.1248 | -23.18 |
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 EGARCH Analyses on Equity Indices