Russe 2000 STR ALT ETF - OCT AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.88% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -1.00 | |
| 0.0880 | 13.22 | |
| 0.8820 | 88.86 | |
| 0.2212 | 13.77 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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