V-Lab: Russell Midcap Index MEM Volatility Analysis

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V-Lab

Russell Midcap Index MEM Volatility Analysis

Volatility Prediction for Friday, October 10th, 2025:12.74% (+0.88%)

Analysis last updated: Saturday, October 11, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0355	10.18
$α$	0.2590	47.72
$β$	0.7173	187.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts