Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
13.78%
decreased by 0.48%
1 Week
13.96%
decreased by 0.30%
1 Month
14.60%
increased by 0.34%
Analysis last updated: Saturday, May 2, 2026 at 03:34 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 | |
| 0.0006 | 0.16 | |
| 0.9062 | 336.14 | |
| 0.1554 | 24.65 |
Estimation Period:
May 12, 2000 to May 1, 2026
May 12, 2000 to May 1, 2026
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