Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.22% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7200 | 4.32 | |
| 0.0955 | 39.41 | |
| 0.9945 | 766.18 | |
| 8.2371 | 6.67 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
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