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	param	t-stat
$ω$	0.0271	16.62
$α$	0.0088	3.05
$β$	0.8854	357.02
$γ$	0.1665	25.84

V-Lab

Russell Midcap Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:10.70% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell Midcap Index Analyses