Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:18.32% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0672 | 7.84 | |
| 0.1064 | 9.69 | |
| 0.8664 | 69.05 | |
| 0.0609 | 5.54 | |
| -0.0845 | -4.66 | |
| 0.0484 | 3.11 | |
| -0.0376 | -3.49 |
Estimation Period:
May 12, 2000 to Nov 7, 2025
May 12, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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