Russe 2000 STR ALT ETF - OCT EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.48% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0415 | -1.63 | |
| 0.1577 | 12.12 | |
| 0.9772 | 118.07 | |
| -0.0791 | -5.40 |
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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