Russell Midcap Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.75% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.59 | |
| 0.1155 | 35.62 | |
| 0.8657 | 262.17 |
Estimation Period:
Mar 1, 2004 to Nov 26, 2025
Mar 1, 2004 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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