Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.34% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 16.86 | |
| 0.0008 | 0.21 | |
| 0.9061 | 332.64 | |
| 0.1557 | 24.30 |
Estimation Period:
May 12, 2000 to Nov 21, 2025
May 12, 2000 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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