Global X Russell 2000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.75% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2826 | 4.81 | |
| 0.0044 | 0.63 | |
| 0.8006 | 31.38 | |
| 0.1186 | 2.37 |
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Jun 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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