Abacus FCF Leaders ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.41% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 3.03 | |
| 0.1393 | 13.08 | |
| 0.8208 | 76.63 | |
| 0.5002 | 8.17 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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