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

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Russell Midcap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:15.92% (-0.81%)

Analysis last updated: Saturday, November 29, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8529	252.19
$γ$	0.1935	44.32
$λ_{1}$	0.0216	8.61
$λ_{2}$	0.1368	10.70
$λ_{3}$	0.8454	56.57

Estimation Period:
Mar 1, 2004 to Nov 26, 2025

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