Vistashares Arfcl ITL SP ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.24% (+3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2079 | 2.92 | |
| 0.0885 | 4.69 | |
| 0.8725 | 36.94 | |
| -0.2032 | -9.65 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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