EA Bridgeway Omni Sm-Cap VAL GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.62% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5514 | 19.72 | |
| 0.2146 | 8.88 | |
| 0.0016 | 0.05 |
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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