Russell Invs US SM CP EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.51% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2170 | 0.51 | |
| 0.0000 | 0.00 | |
| 0.8382 | 0.55 | |
| 7.3773 | 0.12 |
Estimation Period:
May 14, 2025 to Feb 6, 2026
May 14, 2025 to Feb 6, 2026
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