Principal Focused Blue Chip ETF AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
23.45%
decreased by 0.65%
1 Week
24.19%
increased by 0.09%
1 Month
27.34%
increased by 3.24%
Analysis last updated: Friday, June 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 2.72 | |
| 0.1402 | 10.97 | |
| 0.8808 | 118.00 | |
| 0.1713 | 2.73 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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