Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
12.92%
decreased by 0.41%
1 Week
13.14%
decreased by 0.19%
1 Month
13.90%
increased by 0.57%
Analysis last updated: Thursday, May 21, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 16.98 | |
| 0.0008 | 0.20 | |
| 0.9064 | 337.47 | |
| 0.1547 | 24.82 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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