V-Lab: Russell Midcap Index APARCH Volatility Analysis

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V-Lab

Russell Midcap Index APARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:14.11% (-0.76%)

Analysis last updated: Saturday, December 6, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0272	30.04
$α$	0.0780	23.28
$β$	0.9086	396.60
$γ$	0.8959	17.96
$δ$	1.1909	36.75

Estimation Period:
Mar 1, 2004 to Nov 26, 2025

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