Russell Midcap Index AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
13.48%
decreased by 1.04%
1 Week
13.85%
decreased by 0.67%
1 Month
15.01%
increased by 0.49%
Analysis last updated: Friday, April 17, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0138 | -4.96 | |
| 0.1029 | 39.52 | |
| 0.8691 | 306.68 | |
| 0.7278 | 30.21 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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