Russell Midcap Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.03% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.58 | |
| 0.1153 | 35.64 | |
| 0.8656 | 262.06 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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