Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:13.67% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0604 | 7.81 | |
| 0.1062 | 9.72 | |
| 0.8666 | 69.31 | |
| 0.0594 | 5.48 | |
| -0.0821 | -4.61 | |
| 0.0465 | 3.04 | |
| -0.0362 | -3.41 |
Estimation Period:
May 12, 2000 to Jan 2, 2026
May 12, 2000 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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