Russell Midcap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:19.22% (+6.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0125 | -4.52 | |
| 0.1053 | 38.82 | |
| 0.8675 | 298.22 | |
| 0.7095 | 29.58 |
Estimation Period:
Mar 1, 2004 to Jul 3, 2025
Mar 1, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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