Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.30%
decreased by 0.71%
1 Week
16.75%
decreased by 0.26%
1 Month
18.19%
increased by 1.18%
Analysis last updated: Friday, May 22, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0467 | 7.79 | |
| 0.1062 | 9.76 | |
| 0.8664 | 69.54 | |
| 0.0565 | 5.40 | |
| -0.0775 | -4.56 | |
| 0.0437 | 2.99 | |
| -0.0347 | -3.40 |
Estimation Period:
May 12, 2000 to May 15, 2026
May 12, 2000 to May 15, 2026
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