Roundhill Russell 2000 0DTE Covered Call Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.58% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7177 | 1.26 | |
| 0.0329 | 1.50 | |
| 0.9377 | 30.45 | |
| 4.2707 | 0.31 |
Estimation Period:
Sep 10, 2024 to Feb 13, 2026
Sep 10, 2024 to Feb 13, 2026
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