Russell 1000 Growth Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.04%
decreased by 1.49%
1 Week
23.73%
decreased by 1.80%
1 Month
22.74%
decreased by 2.79%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8489 | 243.25 | |
| 0.1910 | 45.29 | |
| 0.0120 | 6.34 | |
| 0.0723 | 7.33 | |
| 0.9180 | 84.19 |
Estimation Period:
May 12, 2000 to Jun 12, 2026
May 12, 2000 to Jun 12, 2026
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