Russell Midcap Index Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
13.51%
decreased by 1.43%
1 Week
13.28%
decreased by 1.66%
1 Month
12.62%
decreased by 2.32%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 33.16 | |
| 0.2054 | 46.39 | |
| 0.7734 | 178.90 | |
| 0.2875 | 26.54 | |
| 1.2013 | 23.16 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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