Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:15.49% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8485 | 240.57 | |
| 0.1923 | 44.38 | |
| 0.0119 | 6.41 | |
| 0.0709 | 7.37 | |
| 0.9192 | 86.14 |
Estimation Period:
May 12, 2000 to Dec 24, 2025
May 12, 2000 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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