V-Lab
Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:51.62% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0815 | 7.80 | |
| 0.1057 | 9.60 | |
| 0.8682 | 68.80 | |
| 0.0658 | 5.56 | |
| -0.0927 | -4.70 | |
| 0.0550 | 3.28 | |
| -0.0426 | -3.70 |
Estimation Period:
May 12, 2000 to Apr 17, 2025
May 12, 2000 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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