V-Lab: Russell Midcap Index Spline-GARCH Volatility Analysis

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V-Lab

Russell Midcap Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:15.82% (-0.16%)

Analysis last updated: Friday, October 31, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7058	7.35
$α$	0.1206	9.44
$β$	0.8553	63.60
$γ_{1}$	-0.0144	-2.78
$γ_{2}$	0.0311	3.03

Estimation Period:
Mar 1, 2004 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts