V-Lab: Russell Midcap Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Russell Midcap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 10th, 2025:11.91% (+0.91%)

Analysis last updated: Saturday, October 11, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0000	0.00
$β$	0.8560	255.14
$γ$	0.1873	45.22
$λ_{1}$	0.0585	4.12
$λ_{2}$	0.3907	4.77
$λ_{3}$	0.5625	5.97

Estimation Period:
Mar 1, 2004 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts