Russell Invs US SM CP EQ ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.07% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9372 | 3.17 | |
| 0.0000 | 0.00 | |
| 0.9787 | 1.66 | |
| -0.3318 | -0.45 |
Estimation Period:
May 14, 2025 to Feb 6, 2026
May 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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