Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
22.01%
increased by 1.08%
1 Week
22.10%
increased by 1.17%
1 Month
22.41%
increased by 1.48%
Analysis last updated: Friday, July 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0424 | 7.79 | |
| 0.1060 | 9.78 | |
| 0.8665 | 69.64 | |
| 0.0559 | 5.41 | |
| -0.0767 | -4.57 | |
| 0.0436 | 3.02 | |
| -0.0350 | -3.46 |
Estimation Period:
May 12, 2000 to Jul 2, 2026
May 12, 2000 to Jul 2, 2026
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