Russell Midcap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.89% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 16.59 | |
| 0.0088 | 3.06 | |
| 0.8856 | 357.66 | |
| 0.1665 | 25.76 |
Estimation Period:
Mar 1, 2004 to Nov 26, 2025
Mar 1, 2004 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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