V-Lab
Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:26.27% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5000 | 4.98 | |
| 0.1210 | 9.45 | |
| 0.8545 | 61.55 | |
| -0.0524 | -3.55 | |
| 0.0741 | 3.53 | |
| -0.0285 | -2.88 |
Estimation Period:
Mar 1, 2004 to Apr 17, 2025
Mar 1, 2004 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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