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

V-Lab

Russell Midcap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:18.63% (-0.91%)

Analysis last updated: Friday, May 30, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0000	0.00
$β$	0.8561	254.56
$γ$	0.1879	45.20
$λ_{1}$	0.0561	4.31
$λ_{2}$	0.3882	5.10
$λ_{3}$	0.5689	6.53

Estimation Period:
Mar 1, 2004 to Apr 17, 2025

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Volatility Forecasts

Volatility Forecasts