Beacon Selective Risk ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:141.80% (-31.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1469 | -3.68 | |
| 0.6092 | 9.83 | |
| 0.6446 | 26.47 | |
| 0.9220 | 13.85 |
Estimation Period:
Apr 28, 2023 to Feb 6, 2026
Apr 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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