Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:11.68% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4979 | 5.17 | |
| 0.1217 | 9.50 | |
| 0.8520 | 61.45 | |
| -0.0511 | -3.66 | |
| 0.0724 | 3.64 | |
| -0.0279 | -2.96 |
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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