Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:11.91% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6851 | 4.32 | |
| 0.0953 | 39.33 | |
| 0.9945 | 764.99 | |
| 8.2740 | 6.61 |
Estimation Period:
May 12, 2000 to Jan 2, 2026
May 12, 2000 to Jan 2, 2026
Other Russell 1000 Growth Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices