Absolute Select Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.18% (+8.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 14.80 | |
| 0.1584 | 17.50 | |
| 0.7450 | 82.57 | |
| 0.3574 | 16.02 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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