Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.72%
decreased by 1.05%
1 Week
15.87%
decreased by 0.90%
1 Month
16.43%
decreased by 0.34%
Analysis last updated: Friday, May 22, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6575 | 4.35 | |
| 0.0952 | 38.87 | |
| 0.9944 | 751.03 | |
| 8.3198 | 6.54 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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