Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:17.90% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7420 | 4.31 | |
| 0.0955 | 40.07 | |
| 0.9946 | 784.41 | |
| 8.2703 | 6.67 |
Estimation Period:
May 12, 2000 to Oct 24, 2025
May 12, 2000 to Oct 24, 2025
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