Abacus FCF Innovation Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.34% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 1.28 | |
| 0.1279 | 9.08 | |
| 0.9465 | 155.26 | |
| -0.1558 | -15.66 |
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Dec 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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