Russell Invs US SM CP EQ ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.36% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 2.27 | |
| -0.2366 | -14.55 | |
| 0.9074 | 118.67 | |
| -0.1709 | -10.71 |
Estimation Period:
May 14, 2025 to Feb 13, 2026
May 14, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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