V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:26.95% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0814 | 7.86 | |
| 0.1060 | 9.59 | |
| 0.8673 | 68.40 | |
| 0.0657 | 5.63 | |
| -0.0925 | -4.76 | |
| 0.0548 | 3.31 | |
| -0.0425 | -3.74 |
Estimation Period:
May 12, 2000 to May 2, 2025
May 12, 2000 to May 2, 2025
News Impact Curve
Volatility Forecasts
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