Russell Invstmnts GLB EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.04% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1369 | 8.16 | |
| 0.0000 | 0.00 | |
| 0.5728 | 13.41 | |
| 0.4244 | 6.83 |
Estimation Period:
May 30, 2025 to Feb 6, 2026
May 30, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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