Russe 2000 STR ALT ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.41% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7824 | 2.91 | |
| 0.0000 | 0.00 | |
| 0.9132 | 6.31 | |
| -4.5344 | -0.58 | |
| 16.0745 | 1.28 | |
| -32.7397 | -3.01 | |
| 41.2394 | 3.11 |
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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