Global X Russell 2000 Covered Call ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.44% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 4.24 | |
| 0.3888 | 6.97 | |
| 0.5373 | 10.13 | |
| -0.0052 | -0.87 |
Estimation Period:
Apr 22, 2019 to Feb 6, 2026
Apr 22, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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