V-Lab
V-Lab
Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:17.39% (-0.48%)
Analysis last updated: Wednesday, June 18, 2025 at 09:21 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
β0.8459234.97
γ0.194945.32
λ10.01216.33
λ20.07807.46
λ30.912379.90
Estimation Period:
May 12, 2000 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts