Anfield US Equity Sector Rotation ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.48% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 0.51 | |
| 0.0842 | 5.16 | |
| 0.9751 | 83.60 | |
| -0.0885 | -4.03 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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