V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:17.57% (+0.31%)
Analysis last updated: Friday, June 2, 2023 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0916 | 6.06 | |
| 0.1064 | 10.14 | |
| 0.8819 | 82.19 | |
| 0.0005 | 0.72 |
Estimation Period:
May 12, 2000 to Jun 2, 2023
May 12, 2000 to Jun 2, 2023
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