Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.51% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0601 | 7.78 | |
| 0.1064 | 9.75 | |
| 0.8666 | 69.45 | |
| 0.0588 | 5.43 | |
| -0.0810 | -4.56 | |
| 0.0454 | 2.97 | |
| -0.0352 | -3.32 |
Estimation Period:
May 12, 2000 to Jan 16, 2026
May 12, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Russell 1000 Growth Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices