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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0220	17.16***
α ARCH Response to squared shocks	0.0011	0.28
β GARCH Volatility persistence	0.9059	336.63***
γ leverage Additional response to negative shocks	0.1552	25.05***

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Russell 1000 Growth Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses