Russell Invest Glbl Infrastr EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.47% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 0.31 | |
| 0.0415 | 4.05 | |
| 0.9847 | 134.01 | |
| -0.0799 | -6.28 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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