Amplify Bloomberg AI Value Chain ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.50% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 9.23 | |
| 0.1741 | 28.68 | |
| 0.9790 | 690.42 | |
| -0.0768 | -13.40 |
Estimation Period:
Mar 9, 2016 to Feb 13, 2026
Mar 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Amplify Bloomberg AI Value Chain ETF Analyses
Other EGARCH Analyses on ETFs