Hartford Alpha Capture Value ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.41%
decreased by 0.57%
1 Week
10.85%
decreased by 0.13%
1 Month
11.71%
increased by 0.73%
Analysis last updated: Saturday, May 23, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0663 | -3.79 | |
| 0.1472 | 4.19 | |
| 0.8658 | 38.01 | |
| -0.1821 | -6.57 |
Estimation Period:
Oct 16, 2023 to May 22, 2026
Oct 16, 2023 to May 22, 2026
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