V-Lab
V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 2nd, 2025:15.08% (+2.20%)
Analysis last updated: Friday, August 29, 2025 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Growth Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8477239.73
γ0.194144.90
λ10.01326.49
λ20.07847.18
λ30.910775.27
Estimation Period:
May 12, 2000 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts