Russell 1000 Growth Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.17% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 7.04 | |
| 0.1066 | 10.37 | |
| 0.8757 | 80.63 | |
| 0.0048 | 3.29 |
Estimation Period:
May 12, 2000 to Dec 12, 2025
May 12, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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