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V-Lab

Russell Invest Glbl Infrastr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.42% (-0.35%)
Analysis last updated: Friday, February 13, 2026 at 12:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Russell Invest Glbl Infrastr S0GARCH
paramt-stat
ω5.66684.58
α0.03801.08
β0.56401.19
γ110.58615.51
γ2-14.6746-4.47
γ39.94663.16
γ4-10.4189-3.00
γ55.00301.34
γ62.17400.69
γ7-6.5360-2.71
γ88.36143.37
γ9-7.8861-2.62
γ104.68871.92
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts