V-Lab: Russell Midcap Index MF2-GARCH Volatility Analysis

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Russell Midcap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:16.06% (+0.12%)

Analysis last updated: Friday, October 31, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0000	0.00
$β$	0.8560	255.14
$γ$	0.1873	45.22
$λ_{1}$	0.0585	4.12
$λ_{2}$	0.3907	4.77
$λ_{3}$	0.5625	5.97

Estimation Period:
Mar 1, 2004 to Jul 3, 2025

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