Qraft AI-Enhanced US Large Cap Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.88% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 6.49 | |
| 0.2201 | 20.67 | |
| 0.9613 | 341.51 | |
| -0.1074 | -10.56 |
Estimation Period:
May 21, 2019 to Feb 13, 2026
May 21, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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