AQE Core ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.51%
increased by 0.11%
1 Week
7.84%
increased by 0.44%
1 Month
8.86%
increased by 1.46%
Analysis last updated: Friday, May 22, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0472 | 0.00 | |
| -0.3883 | -0.01 | |
| 0.9380 | 3.72 | |
| -0.1458 | 0.00 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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