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Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.30% (-0.76%)
Analysis last updated: Friday, October 24, 2025 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Russell 1000 Growth Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8489241.16
γ0.192544.09
λ10.01166.48
λ20.06937.52
λ30.921190.32
Estimation Period:
May 12, 2000 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts