Russell Midcap Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
11.46%
decreased by 0.42%
1 Week
11.79%
decreased by 0.09%
1 Month
12.90%
increased by 1.02%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.71 | |
| 0.1145 | 35.89 | |
| 0.8666 | 265.74 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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