Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:18.55% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5001 | 5.37 | |
| 0.1201 | 9.48 | |
| 0.8527 | 61.64 | |
| -0.0491 | -3.79 | |
| 0.0703 | 3.80 | |
| -0.0280 | -3.20 |
Estimation Period:
Mar 1, 2004 to Nov 26, 2025
Mar 1, 2004 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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