Activepassive US Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.39% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0037 | -0.17 | |
| 0.0379 | 3.74 | |
| 0.9528 | 65.44 | |
| -0.1735 | -14.82 |
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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