Russell Midcap Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
13.04%
decreased by 0.47%
1 Week
13.47%
decreased by 0.04%
1 Month
14.72%
increased by 1.21%
Analysis last updated: Friday, July 3, 2026 at 10:04 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 | |
| 0.8531 | 254.44 | |
| 0.1927 | 44.64 | |
| 0.0190 | 8.83 | |
| 0.1195 | 10.96 | |
| 0.8649 | 68.07 |
Estimation Period:
Mar 1, 2004 to Jul 2, 2026
Mar 1, 2004 to Jul 2, 2026
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