V-Lab: Russell Midcap Index GARCH Volatility Analysis

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V-Lab

Russell Midcap Index GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:14.21% (-0.17%)

Analysis last updated: Friday, October 31, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0253	19.34
$α$	0.1171	35.47
$β$	0.8646	259.24

Estimation Period:
Mar 1, 2004 to Jul 3, 2025

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Volatility Forecasts