Russell Midcap Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.11% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7328 | 7.44 | |
| 0.1187 | 9.52 | |
| 0.8581 | 65.40 | |
| -0.0119 | -2.46 | |
| 0.0259 | 2.73 |
Estimation Period:
Mar 1, 2004 to Dec 31, 2025
Mar 1, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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