Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.16% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0707 | 7.84 | |
| 0.1066 | 9.69 | |
| 0.8661 | 68.89 | |
| 0.0614 | 5.55 | |
| -0.0852 | -4.68 | |
| 0.0489 | 3.13 | |
| -0.0380 | -3.50 |
Estimation Period:
May 12, 2000 to Oct 17, 2025
May 12, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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