Russell Midcap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:10.82% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 2.84 | |
| 0.1511 | 35.08 | |
| 0.9755 | 775.45 | |
| -0.1277 | -33.10 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Russell Midcap Index Analyses
Other EGARCH Analyses on Equity Indices