Global X Russell 2000 Covered Call ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.13% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9203 | 3.62 | |
| 0.3898 | 6.87 | |
| 0.5385 | 10.10 | |
| -0.0188 | -0.68 |
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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