Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:15.07% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5038 | 5.43 | |
| 0.1201 | 9.49 | |
| 0.8526 | 61.54 | |
| -0.0482 | -3.77 | |
| 0.0688 | 3.78 | |
| -0.0272 | -3.15 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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