V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:12.88% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0710 | 7.75 | |
| 0.1069 | 9.73 | |
| 0.8667 | 69.58 | |
| 0.0609 | 5.43 | |
| -0.0842 | -4.55 | |
| 0.0471 | 2.98 | |
| -0.0359 | -3.31 |
Estimation Period:
May 12, 2000 to Oct 3, 2025
May 12, 2000 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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