Russe 2000 STR ALT ETF - OCT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7284 | 3.10 | |
| 0.0000 | 0.00 | |
| 0.9586 | 7.94 | |
| -40.9520 | -1.05 | |
| 71.5780 | 1.28 | |
| -56.2311 | -1.69 | |
| 70.7141 | 2.35 | |
| -113.4670 | -3.83 | |
| 106.6740 | 4.21 | |
| -41.4171 | -2.51 |
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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