Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.15%
decreased by 0.37%
1 Week
12.40%
decreased by 0.12%
1 Month
13.29%
increased by 0.77%
Analysis last updated: Saturday, May 23, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 16.97 | |
| 0.0006 | 0.17 | |
| 0.9065 | 337.88 | |
| 0.1548 | 24.86 |
Estimation Period:
May 12, 2000 to May 22, 2026
May 12, 2000 to May 22, 2026
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