V-Lab: Russell Midcap Index MEM Volatility Analysis

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V-Lab

Russell Midcap Index MEM Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:14.10% (-0.34%)

Analysis last updated: Friday, December 12, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	10.42
$α$	0.2577	48.16
$β$	0.7181	188.32

Estimation Period:
Mar 1, 2004 to Nov 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts