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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8036	4.34***
α ARCH Response to squared shocks	0.0953	40.09***
β GARCH Volatility persistence	0.9947	798.95***
ν DF Student-t tail thickness	8.3119	6.73***

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Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses