Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
22.92%
increased by 1.50%
1 Week
22.96%
increased by 1.54%
1 Month
23.11%
increased by 1.69%
Analysis last updated: Friday, July 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7148 | 4.34 | |
| 0.0952 | 39.31 | |
| 0.9945 | 767.35 | |
| 8.3142 | 6.59 |
Estimation Period:
May 12, 2000 to Jul 2, 2026
May 12, 2000 to Jul 2, 2026
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