Skip to main content
V-Lab
V-Lab
Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:16.17% (-0.32%)
Analysis last updated: Monday, December 15, 2025 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Growth Index GJR-GARCH
paramt-stat
ω0.021816.91
α0.00100.25
β0.9057331.77
γ0.155724.28
Estimation Period:
May 12, 2000 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts