Russell 1000 Growth Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.48% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 16.99 | |
| 0.0008 | 0.20 | |
| 0.9061 | 334.22 | |
| 0.1550 | 24.32 |
Estimation Period:
May 12, 2000 to Mar 13, 2026
May 12, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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