Russe 2000 STR ALT ETF - OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.74% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 3.24 | |
| 0.0405 | 4.49 | |
| 0.9057 | 72.13 | |
| 0.0769 | 2.46 |
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 GJR-GARCH Analyses on ETFs