Principal Focused Blue Chip ETF GARCH 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
22.00%
decreased by 0.11%
1 Week
22.32%
increased by 0.21%
1 Month
23.59%
increased by 1.48%
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 | |
|---|---|---|
| 0.0287 | 4.12 | |
| 0.1149 | 9.04 | |
| 0.8851 | 108.18 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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