Abacus FCF Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.60% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 1.13 | |
| 0.2059 | 12.86 | |
| 0.9538 | 309.26 | |
| -0.1265 | -14.01 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Abacus FCF Leaders ETF Analyses
Other EGARCH Analyses on ETFs