Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:11.91% (+0.91%)
Parameter Estimates
param | t-stat | |
---|---|---|
81 | ||
0.0000 | 0.00 | |
0.8560 | 255.14 | |
0.1873 | 45.22 | |
0.0585 | 4.12 | |
0.3907 | 4.77 | |
0.5625 | 5.97 |
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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