Russell Midcap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:15.01% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3886 | 8.68 | |
| 0.1028 | 31.49 | |
| 0.9850 | 510.38 | |
| 9.4405 | 4.64 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
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