Russell Invs US SM CP EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.19% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0119 | 6.28 | |
| 0.0000 | 0.00 | |
| 0.0895 | 0.74 | |
| 0.1812 | 1.94 |
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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