Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
19.41%
increased by 1.52%
1 Week
19.22%
increased by 1.33%
1 Month
18.61%
increased by 0.72%
Analysis last updated: Friday, March 27, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8527 | 251.45 | |
| 0.1933 | 44.29 | |
| 0.0220 | 8.50 | |
| 0.1392 | 10.54 | |
| 0.8425 | 54.52 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
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