Russell Midcap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:14.65% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4112 | 8.54 | |
| 0.1030 | 31.50 | |
| 0.9853 | 513.17 | |
| 9.4231 | 4.66 |
Estimation Period:
Mar 1, 2004 to Nov 26, 2025
Mar 1, 2004 to Nov 26, 2025
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