V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:20.67% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0787 | 7.89 | |
| 0.1060 | 9.57 | |
| 0.8670 | 68.48 | |
| 0.0653 | 5.67 | |
| -0.0918 | -4.80 | |
| 0.0542 | 3.32 | |
| -0.0421 | -3.75 |
Estimation Period:
May 12, 2000 to May 30, 2025
May 12, 2000 to May 30, 2025
News Impact Curve
Volatility Forecasts
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