Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:17.89% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0639 | 7.83 | |
| 0.1064 | 9.71 | |
| 0.8663 | 69.12 | |
| 0.0601 | 5.52 | |
| -0.0831 | -4.64 | |
| 0.0473 | 3.08 | |
| -0.0369 | -3.46 |
Estimation Period:
May 12, 2000 to Dec 12, 2025
May 12, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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