Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:13.44% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 16.94 | |
| 0.0011 | 0.28 | |
| 0.9055 | 331.46 | |
| 0.1557 | 24.28 |
Estimation Period:
May 12, 2000 to Jan 2, 2026
May 12, 2000 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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