Russe 2000 STR ALT ETF - OCT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.81% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 2.42 | |
| 0.0527 | 4.24 | |
| 0.9691 | 95.04 | |
| 4.4048 | 1.71 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
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