Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
13.84%
decreased by 0.54%
1 Week
14.24%
decreased by 0.14%
1 Month
15.15%
increased by 0.77%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8529 | 253.90 | |
| 0.1934 | 44.38 | |
| 0.0202 | 8.76 | |
| 0.1273 | 10.88 | |
| 0.8561 | 62.71 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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