Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:16.90% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7542 | 4.29 | |
| 0.0955 | 40.06 | |
| 0.9947 | 786.92 | |
| 8.2483 | 6.71 |
Estimation Period:
May 12, 2000 to Oct 10, 2025
May 12, 2000 to Oct 10, 2025
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