Global X Russell 2000 Covered Call & Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.81% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 0.18 | |
| 0.0826 | 5.60 | |
| 0.8756 | 30.80 | |
| -0.2051 | -12.36 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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