Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.22% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7893 | 4.32 | |
| 0.0955 | 40.28 | |
| 0.9947 | 802.85 | |
| 8.3098 | 6.67 |
Estimation Period:
May 12, 2000 to Nov 21, 2025
May 12, 2000 to Nov 21, 2025
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