Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.44% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 16.99 | |
| 0.0015 | 0.36 | |
| 0.9052 | 331.44 | |
| 0.1556 | 24.26 |
Estimation Period:
May 12, 2000 to Jan 16, 2026
May 12, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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