Russell Midcap Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
13.72%
decreased by 0.69%
1 Week
13.92%
decreased by 0.49%
1 Month
14.61%
increased by 0.20%
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 | |
|---|---|---|
| 0.0072 | 2.84 | |
| 0.1497 | 35.10 | |
| 0.9756 | 774.88 | |
| -0.1279 | -33.42 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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