Anfield Enhanced Market ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.25% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0664 | -0.01 | |
| -0.5316 | -0.01 | |
| 0.9140 | 32.89 | |
| 0.0195 | 0.00 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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