Abacus FCF Leaders ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.62% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 14.65 | |
| 0.1382 | 23.05 | |
| 0.8312 | 127.32 |
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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