Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.57%
increased by 0.82%
1 Week
16.70%
increased by 0.95%
1 Month
17.20%
increased by 1.45%
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 | |
|---|---|---|
| 2.6575 | 4.35 | |
| 0.0952 | 38.87 | |
| 0.9944 | 751.03 | |
| 8.3198 | 6.54 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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