Global X Russell 2000 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.01% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 2.58 | |
| 0.1033 | 4.78 | |
| 0.9102 | 42.21 | |
| -0.1058 | -5.01 |
Estimation Period:
Jun 5, 2024 to Feb 13, 2026
Jun 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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