Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:11.30% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8527 | 251.55 | |
| 0.1932 | 44.29 | |
| 0.0219 | 8.50 | |
| 0.1391 | 10.56 | |
| 0.8427 | 54.64 |
Estimation Period:
Mar 1, 2004 to Dec 24, 2025
Mar 1, 2004 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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