Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
18.51%
decreased by 0.78%
1 Week
18.52%
decreased by 0.77%
1 Month
18.55%
decreased by 0.74%
Analysis last updated: Saturday, April 11, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 16.98 | |
| 0.0005 | 0.12 | |
| 0.9061 | 334.48 | |
| 0.1557 | 24.38 |
Estimation Period:
May 12, 2000 to Apr 10, 2026
May 12, 2000 to Apr 10, 2026
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