Russell Midcap Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.92% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 29.99 | |
| 0.0778 | 22.91 | |
| 0.9082 | 394.89 | |
| 0.8950 | 17.68 | |
| 1.1991 | 36.89 |
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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