V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:14.79% (-0.35%)
Analysis last updated: Friday, June 2, 2023 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8439 | 229.63 | |
| 0.1966 | 44.40 | |
| 0.0139 | 6.01 | |
| 0.0899 | 6.51 | |
| 0.8985 | 59.19 |
Estimation Period:
May 12, 2000 to Jun 2, 2023
May 12, 2000 to Jun 2, 2023
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