Russell 1000 Growth Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:22.12% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3124 | 7.03 | |
| 0.1071 | 10.32 | |
| 0.8752 | 79.96 | |
| 0.0050 | 3.39 |
Estimation Period:
May 12, 2000 to Oct 10, 2025
May 12, 2000 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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