Abrdn Focused US SMA CAP ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.89% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 0.18 | |
| -0.1751 | -2.49 | |
| 0.9643 | 124.31 | |
| -0.1918 | -1.84 |
Estimation Period:
Feb 18, 2025 to Feb 6, 2026
Feb 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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