V-Lab
V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.59% (-0.26%)
Analysis last updated: Friday, June 27, 2025 at 09:26 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
β0.8462235.92
γ0.194845.19
λ10.01216.40
λ20.07707.54
λ30.913381.71
Estimation Period:
May 12, 2000 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts