Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
13.67%
decreased by 0.43%
1 Week
14.20%
increased by 0.10%
1 Month
15.82%
increased by 1.72%
Analysis last updated: Friday, May 22, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8501 | 245.19 | |
| 0.1904 | 44.79 | |
| 0.0117 | 6.50 | |
| 0.0694 | 7.57 | |
| 0.9210 | 90.81 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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