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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0393	7.78***
α ARCH Response to squared shocks	0.1059	9.79***
β GARCH Volatility persistence	0.8667	69.76***

γ₁	0.0555	5.38***
γ₂	-0.0761	-4.55***
γ₃	0.0432	3.01***
γ₄	-0.0349	-3.46***

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