V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:23.65% (-0.13%)
Analysis last updated: Wednesday, March 5, 2025 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0844 | 7.99 | |
| 0.1032 | 9.66 | |
| 0.8698 | 69.60 | |
| 0.0668 | 5.66 | |
| -0.0938 | -4.76 | |
| 0.0545 | 3.26 | |
| -0.0413 | -3.62 |
Estimation Period:
May 12, 2000 to Feb 28, 2025
May 12, 2000 to Feb 28, 2025
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