Global X Russell 2000 Covered Call ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.12% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0358 | -2.56 | |
| 0.2181 | 14.95 | |
| 0.8957 | 101.20 | |
| -0.3058 | -25.52 |
Estimation Period:
Apr 22, 2019 to Feb 13, 2026
Apr 22, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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