ARK Space & Defense Innovation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.68% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 3.42 | |
| 0.1176 | 19.84 | |
| 0.9937 | 858.11 | |
| -0.0268 | -3.33 |
Estimation Period:
Mar 30, 2021 to Feb 13, 2026
Mar 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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