Russell Midcap Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.23%
decreased by 0.97%
1 Week
12.70%
decreased by 0.50%
1 Month
14.17%
increased by 0.97%
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 | |
|---|---|---|
| -0.0138 | -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
Other Russell Midcap Index Analyses
Other AGARCH Analyses on Equity Indices