Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.65% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8482 | 239.81 | |
| 0.1922 | 44.42 | |
| 0.0121 | 6.38 | |
| 0.0720 | 7.24 | |
| 0.9178 | 83.02 |
Estimation Period:
May 12, 2000 to Jan 16, 2026
May 12, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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