V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:14.34% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0741 | 7.81 | |
| 0.1068 | 9.70 | |
| 0.8663 | 69.13 | |
| 0.0619 | 5.52 | |
| -0.0860 | -4.64 | |
| 0.0489 | 3.09 | |
| -0.0375 | -3.45 |
Estimation Period:
May 12, 2000 to Sep 12, 2025
May 12, 2000 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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