Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.07% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0509 | 7.82 | |
| 0.1059 | 9.72 | |
| 0.8667 | 69.41 | |
| 0.0582 | 5.46 | |
| -0.0801 | -4.60 | |
| 0.0453 | 3.03 | |
| -0.0356 | -3.42 |
Estimation Period:
May 12, 2000 to Mar 6, 2026
May 12, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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