Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:17.50% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7333 | 4.33 | |
| 0.0953 | 39.64 | |
| 0.9946 | 781.91 | |
| 8.2989 | 6.62 |
Estimation Period:
May 12, 2000 to Dec 19, 2025
May 12, 2000 to Dec 19, 2025
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