V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 26th, 2024:22.12% (-1.24%)
Analysis last updated: Tuesday, December 24, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8440 | 235.36 | |
| 0.1936 | 45.75 | |
| 0.0133 | 5.79 | |
| 0.0876 | 6.47 | |
| 0.9015 | 60.39 |
Estimation Period:
May 12, 2000 to Dec 24, 2024
May 12, 2000 to Dec 24, 2024
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