Russell 1000 Growth Index GARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
19.11%
decreased by 1.01%
1 Week
19.16%
decreased by 0.96%
1 Month
19.33%
decreased by 0.79%
Analysis last updated: Thursday, July 16, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 12, 2000 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 57 trading days, meaning a shock loses half its impact after approximately 57 days.
σ
GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0210 | 17.25*** |
α ARCH Response to squared shocks | 0.1053 | 41.90*** |
β GARCH Volatility persistence | 0.8827 | 352.93*** |
Persistence:
0.988
Half-life:
57 days
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