Russell Midcap Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.52%
increased by 3.20%
1 Week
18.53%
increased by 3.21%
1 Month
18.56%
increased by 3.24%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3988 | 8.68 | |
| 0.1021 | 31.51 | |
| 0.9852 | 515.52 | |
| 9.4672 | 4.63 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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