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, November 28th, 2025:19.43% (-0.70%)

Analysis last updated: Saturday, November 29, 2025 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7242	7.43
$α$	0.1188	9.49
$β$	0.8577	65.09
$γ_{1}$	-0.0127	-2.59
$γ_{2}$	0.0277	2.89

Estimation Period:
Mar 1, 2004 to Nov 26, 2025

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Volatility Forecasts