Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:13.22% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6686 | 4.30 | |
| 0.0950 | 39.22 | |
| 0.9944 | 754.51 | |
| 8.2064 | 6.65 |
Estimation Period:
May 12, 2000 to Jan 23, 2026
May 12, 2000 to Jan 23, 2026
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