EA Bridgeway Omni Sm-Cap VAL MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.31% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2304 | 4.82 | |
| 0.0000 | 0.00 | |
| -0.0084 | -0.17 | |
| 0.9266 | 0.11 | |
| 0.1200 | 0.13 | |
| 0.4406 | 0.09 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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