Russell Midcap Index APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
13.04%
decreased by 0.65%
1 Week
13.31%
decreased by 0.38%
1 Month
14.28%
increased by 0.59%
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 | |
|---|---|---|
| 0.0272 | 30.21 | |
| 0.0769 | 22.67 | |
| 0.9091 | 400.82 | |
| 0.9083 | 17.47 | |
| 1.1938 | 37.13 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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