Global X Russell 2000 Covered Call ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.41% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 19.35 | |
| 0.0719 | 5.21 | |
| 0.6240 | 75.38 | |
| 0.5088 | 14.96 |
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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