Russell Midcap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:17.41% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.89 | |
| 0.1535 | 35.11 | |
| 0.9755 | 766.89 | |
| -0.1273 | -32.29 |
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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