Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:20.86% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0639 | 7.83 | |
| 0.1062 | 9.69 | |
| 0.8666 | 69.19 | |
| 0.0605 | 5.53 | |
| -0.0839 | -4.66 | |
| 0.0482 | 3.12 | |
| -0.0377 | -3.51 |
Estimation Period:
May 12, 2000 to Nov 26, 2025
May 12, 2000 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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