Russell Midcap Index GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
15.52%
increased by 2.97%
1 Week
15.64%
increased by 3.09%
1 Month
16.05%
increased by 3.50%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM 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
Other Russell Midcap Index Analyses
Other GARCH Analyses on Equity Indices