Russell 1000 Growth Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.55% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2864 | 7.09 | |
| 0.1061 | 10.38 | |
| 0.8762 | 81.14 | |
| 0.0046 | 3.32 |
Estimation Period:
May 12, 2000 to Mar 13, 2026
May 12, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Russell 1000 Growth Index Analyses
Other Spline-GARCH Analyses on Equity Indices