Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:19.30% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0563 | 7.82 | |
| 0.1061 | 9.73 | |
| 0.8666 | 69.41 | |
| 0.0586 | 5.48 | |
| -0.0809 | -4.62 | |
| 0.0460 | 3.06 | |
| -0.0362 | -3.46 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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