Activepassive US Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.56% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 5.67 | |
| 0.0933 | 7.40 | |
| 0.8382 | 41.26 |
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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