Russell 1000 Growth Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:20.12% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3042 | 7.03 | |
| 0.1066 | 10.34 | |
| 0.8757 | 80.53 | |
| 0.0049 | 3.34 |
Estimation Period:
May 12, 2000 to Nov 7, 2025
May 12, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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