V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:18.81% (-0.38%)
Analysis last updated: Friday, January 27, 2023, 11:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8436 | 227.37 | |
| 0.1973 | 44.36 | |
| 0.0130 | 5.96 | |
| 0.0887 | 6.88 | |
| 0.9009 | 64.33 |
Estimation Period:
May 12, 2000 to Jan 27, 2023
May 12, 2000 to Jan 27, 2023
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