EA Bridgeway Omni Sm-Cap VAL APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.08% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6091 | 3.45 | |
| 0.0115 | 0.76 | |
| 0.7138 | 20.13 | |
| 0.7659 | 1.12 | |
| 3.0000 | 4.74 |
Estimation Period:
Mar 13, 2023 to Feb 13, 2026
Mar 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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