V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:16.29% (-0.75%)
Analysis last updated: Friday, November 22, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 237.95 | |
| 0.1947 | 45.91 | |
| 0.0138 | 6.00 | |
| 0.0875 | 6.47 | |
| 0.9009 | 60.26 |
Estimation Period:
May 12, 2000 to Nov 22, 2024
May 12, 2000 to Nov 22, 2024
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