Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
12.34%
decreased by 0.37%
1 Week
12.89%
increased by 0.18%
1 Month
14.32%
increased by 1.61%
Analysis last updated: Friday, April 17, 2026 at 08:26 PM 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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