V-Lab: Russell 1000 Growth Index MF2-GARCH Volatility Analysis

V-Lab

Russell 1000 Growth Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:14.96% (-0.44%)

Analysis last updated: Thursday, July 10, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8464	236.22
$γ$	0.1948	45.14
$λ_{1}$	0.0121	6.43
$λ_{2}$	0.0766	7.56
$λ_{3}$	0.9136	82.35

Estimation Period:
May 12, 2000 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Russell 1000 Growth Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T