V-Lab: Russell Midcap Index Asy. Power MEM Volatility Analysis

V-Lab

Russell Midcap Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 11th, 2025:70.22% (-1.59%)

Analysis last updated: Saturday, April 12, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0358	31.08
$α$	0.2002	43.56
$β$	0.7806	175.45
$γ$	0.2894	25.02
$δ$	1.2195	22.89

Estimation Period:
Mar 1, 2004 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts