Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:20.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8495 | 243.07 | |
| 0.1920 | 44.09 | |
| 0.0116 | 6.50 | |
| 0.0694 | 7.55 | |
| 0.9211 | 90.59 |
Estimation Period:
May 12, 2000 to Nov 14, 2025
May 12, 2000 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Russell 1000 Growth Index Analyses
Other MF2-GARCH Analyses on Equity Indices