Russell Midcap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:9.38% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0132 | -4.75 | |
| 0.1038 | 39.14 | |
| 0.8684 | 302.14 | |
| 0.7197 | 29.88 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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