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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0415	7.75***
α ARCH Response to squared shocks	0.1064	9.81***
β GARCH Volatility persistence	0.8664	69.76***

γ₁	0.0555	5.37***
γ₂	-0.0762	-4.55***
γ₃	0.0436	3.03***
γ₄	-0.0353	-3.50***

V-Lab

Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 1000 Growth Index Analyses