Principal Focused Blue Chip ETF EGARCH 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
25.87%
increased by 0.60%
1 Week
26.83%
increased by 1.56%
1 Month
31.35%
increased by 6.08%
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 | |
|---|---|---|
| 0.0361 | 7.87 | |
| 0.2709 | 10.22 | |
| 1.0000 | 383.00 | |
| -0.0229 | -0.95 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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