Activepassive US Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.32% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -0.42 | |
| 0.0839 | 14.06 | |
| 0.8419 | 68.46 | |
| 0.9194 | 21.42 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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