V-Lab
V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.80% (-0.51%)
Analysis last updated: Friday, May 30, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Growth Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8449232.04
γ0.194845.79
λ10.01226.05
λ20.08237.16
λ30.908172.42
Estimation Period:
May 12, 2000 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts