Activepassive Interm M B ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.54% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4543 | -8.92 | |
| 0.3883 | 16.50 | |
| 0.8678 | 62.22 | |
| -0.0052 | -0.16 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Activepassive Interm M B ETF Analyses
Other EGARCH Analyses on ETFs