Russell 1000 Growth Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
13.38%
increased by 2.30%
1 Week
13.64%
increased by 2.56%
1 Month
14.55%
increased by 3.47%
Analysis last updated: Saturday, May 16, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 3.23 | |
| 0.1488 | 26.62 | |
| 0.9752 | 778.90 | |
| -0.1241 | -23.83 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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