Russell Midcap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.83% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 16.53 | |
| 0.0106 | 3.54 | |
| 0.8842 | 349.50 | |
| 0.1662 | 25.07 |
Estimation Period:
Mar 1, 2004 to Jul 3, 2025
Mar 1, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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