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V-Lab
V-Lab
Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:15.16% (-0.57%)
Analysis last updated: Tuesday, October 28, 2025 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Growth Index GJR-GARCH
paramt-stat
ω0.021816.88
α0.00100.25
β0.9058331.30
γ0.155824.27
Estimation Period:
May 12, 2000 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts