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V-Lab

Russell 1000 Growth Index Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

21.97%

decreased by 1.15%

1 Week

22.23%

decreased by 0.89%

1 Month

23.12%

increased by 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Russell 1000 Growth Index SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 12, 2000 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 38 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2950
7.20***
α

ARCH

Response to squared shocks

0.1060
10.45***
β

GARCH

Volatility persistence

0.8759
81.30***
γi Spline Coefficients
K=1
γ10.0048
3.58***

Persistence:

0.982

Half-life:

38 days