Russell Midcap Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
10.82%
increased by 0.42%
1 Week
11.27%
increased by 0.87%
1 Month
12.66%
increased by 2.26%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 31.72 | |
| 0.1157 | 17.98 | |
| 0.7648 | 184.81 | |
| 0.1858 | 19.39 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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