Russell Midcap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.14% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4243 | 8.50 | |
| 0.1042 | 31.54 | |
| 0.9854 | 516.48 | |
| 9.5054 | 4.61 |
Estimation Period:
Mar 1, 2004 to Jul 3, 2025
Mar 1, 2004 to Jul 3, 2025
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