V-Lab: Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:16.10% (-0.24%)

Analysis last updated: Monday, June 30, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0820	7.89
$α$	0.1068	9.65
$β$	0.8658	68.47
$γ_{1}$	0.0645	5.67
$γ_{2}$	-0.0904	-4.79
$γ_{3}$	0.0529	3.29
$γ_{4}$	-0.0410	-3.70

Estimation Period:
May 12, 2000 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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