Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:15.94% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0586 | 7.83 | |
| 0.1061 | 9.72 | |
| 0.8665 | 69.30 | |
| 0.0591 | 5.49 | |
| -0.0816 | -4.62 | |
| 0.0464 | 3.06 | |
| -0.0363 | -3.44 |
Estimation Period:
May 12, 2000 to Jan 23, 2026
May 12, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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