Russell 1000 Growth Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.40%
decreased by 1.01%
1 Week
20.36%
decreased by 1.05%
1 Month
20.24%
decreased by 1.17%
Analysis last updated: Wednesday, June 17, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.32 | |
| 0.1494 | 26.85 | |
| 0.9751 | 784.44 | |
| -0.1239 | -24.04 |
Estimation Period:
May 12, 2000 to Jun 12, 2026
May 12, 2000 to Jun 12, 2026
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