Russell Midcap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
12.36%
decreased by 0.39%
1 Week
12.92%
increased by 0.17%
1 Month
14.62%
increased by 1.87%
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 | |
|---|---|---|
| 0.5045 | 5.53 | |
| 0.1191 | 9.49 | |
| 0.8532 | 61.94 | |
| -0.0472 | -3.86 | |
| 0.0681 | 3.90 | |
| -0.0278 | -3.36 |
Estimation Period:
Mar 1, 2004 to Apr 2, 2026
Mar 1, 2004 to Apr 2, 2026
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