Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
13.17%
decreased by 0.41%
1 Week
13.65%
increased by 0.07%
1 Month
15.13%
increased by 1.55%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5045 | 5.53 | |
| 0.1191 | 9.49 | |
| 0.8532 | 61.94 | |
| -0.0472 | -3.86 | |
| 0.0681 | 3.90 | |
| -0.0278 | -3.36 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
Other Russell Midcap Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices