Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
20.74%
decreased by 1.22%
1 Week
20.64%
decreased by 1.32%
1 Month
20.38%
decreased by 1.58%
Analysis last updated: Friday, July 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8489 | 243.25 | |
| 0.1910 | 45.30 | |
| 0.0120 | 6.35 | |
| 0.0722 | 7.33 | |
| 0.9180 | 84.23 |
Estimation Period:
May 12, 2000 to Jul 2, 2026
May 12, 2000 to Jul 2, 2026
Other Russell 1000 Growth Index Analyses
Other MF2-GARCH Analyses on Equity Indices