Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:15.90% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 16.94 | |
| 0.0010 | 0.24 | |
| 0.9059 | 333.17 | |
| 0.1551 | 24.31 |
Estimation Period:
May 12, 2000 to Jan 30, 2026
May 12, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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