V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:16.33% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0820 | 7.89 | |
| 0.1068 | 9.65 | |
| 0.8658 | 68.47 | |
| 0.0645 | 5.67 | |
| -0.0904 | -4.79 | |
| 0.0529 | 3.29 | |
| -0.0410 | -3.70 |
Estimation Period:
May 12, 2000 to Jun 27, 2025
May 12, 2000 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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