Russell 1000 Growth Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:19.87% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7865 | 4.32 | |
| 0.0954 | 40.23 | |
| 0.9947 | 802.20 | |
| 8.3129 | 6.66 |
Estimation Period:
May 12, 2000 to Nov 28, 2025
May 12, 2000 to Nov 28, 2025
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