Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.58%
decreased by 1.18%
1 Week
21.70%
decreased by 1.06%
1 Month
22.09%
decreased by 0.67%
Analysis last updated: Tuesday, June 9, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0476 | 7.81 | |
| 0.1062 | 9.75 | |
| 0.8662 | 69.33 | |
| 0.0564 | 5.43 | |
| -0.0775 | -4.59 | |
| 0.0440 | 3.04 | |
| -0.0353 | -3.47 |
Estimation Period:
May 12, 2000 to Jun 5, 2026
May 12, 2000 to Jun 5, 2026
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