Russe 2000 STR ALT ETF - OCT GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.04% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 4.23 | |
| 0.0686 | 9.37 | |
| 0.8969 | 74.05 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Russe 2000 STR ALT ETF - OCT Analyses
Other GARCH Analyses on ETFs