Abacus FCF Real Assets Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.23% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 1.26 | |
| 0.1646 | 13.45 | |
| 0.9699 | 310.48 | |
| -0.1025 | -10.87 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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