Russell Midcap Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:11.48% (+1.34%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0273 | 29.75 | |
0.0796 | 23.90 | |
0.9074 | 389.76 | |
0.8718 | 18.50 | |
1.1959 | 35.86 |
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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