Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
17.51%
increased by 0.65%
1 Week
17.67%
increased by 0.81%
1 Month
18.20%
increased by 1.34%
Analysis last updated: Friday, June 26, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5066 | 5.65 | |
| 0.1182 | 9.48 | |
| 0.8536 | 62.09 | |
| -0.0461 | -3.91 | |
| 0.0668 | 3.96 | |
| -0.0276 | -3.47 |
Estimation Period:
Mar 1, 2004 to Jun 18, 2026
Mar 1, 2004 to Jun 18, 2026
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