Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.78% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 16.95 | |
| 0.0008 | 0.21 | |
| 0.9058 | 333.01 | |
| 0.1557 | 24.36 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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