Russell 1000 Growth Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.97% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0586 | 7.82 | |
| 0.1063 | 9.72 | |
| 0.8663 | 69.21 | |
| 0.0588 | 5.49 | |
| -0.0812 | -4.63 | |
| 0.0462 | 3.07 | |
| -0.0364 | -3.47 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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