V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:20.23% (-0.74%)
Analysis last updated: Tuesday, January 21, 2025 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0891 | 7.98 | |
| 0.1035 | 9.67 | |
| 0.8696 | 69.55 | |
| 0.0676 | 5.63 | |
| -0.0948 | -4.72 | |
| 0.0547 | 3.22 | |
| -0.0411 | -3.55 |
Estimation Period:
May 12, 2000 to Jan 17, 2025
May 12, 2000 to Jan 17, 2025
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