Russell Midcap Index Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
11.09%
increased by 0.70%
1 Week
11.11%
increased by 0.72%
1 Month
11.18%
increased by 0.79%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 33.16 | |
| 0.2054 | 46.39 | |
| 0.7734 | 178.90 | |
| 0.2875 | 26.54 | |
| 1.2013 | 23.16 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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