Absolute Select Value ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.65% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0134 | -3.26 | |
| 0.1686 | 13.62 | |
| 0.9626 | 234.33 | |
| -0.1029 | -10.22 |
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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