V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:12.25% (+0.35%)
Analysis last updated: Monday, December 4, 2023 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0830 | 6.15 | |
| 0.1055 | 10.23 | |
| 0.8825 | 82.98 | |
| 0.0004 | 0.73 |
Estimation Period:
May 12, 2000 to Dec 1, 2023
May 12, 2000 to Dec 1, 2023
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