Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.73% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6664 | 4.33 | |
| 0.0951 | 39.02 | |
| 0.9944 | 753.91 | |
| 8.2662 | 6.58 |
Estimation Period:
May 12, 2000 to Mar 6, 2026
May 12, 2000 to Mar 6, 2026
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