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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8485	244.26***
γ leverage Additional response to negative shocks	0.1926	45.54***
λ₁ tau intercept Baseline long-term coefficient	0.0119	6.36***
λ₂ forecast adj. Forecast performance sensitivity	0.0723	7.38***
λ₃ tau persistence Long-term factor persistence	0.9182	84.96***

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Russell 1000 Growth Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses