Russell Investment Real Aset GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.03% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 11.79 | |
| 0.0690 | 4.31 | |
| 0.8225 | 90.47 | |
| 0.1308 | 4.79 |
Estimation Period:
Jan 22, 2020 to Feb 13, 2026
Jan 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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