Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
16.70%
decreased by 0.84%
1 Week
16.91%
decreased by 0.63%
1 Month
17.59%
increased by 0.05%
Analysis last updated: Friday, April 17, 2026 at 08:26 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
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