EA Bridgeway Omni Sm-Cap VAL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.38% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8917 | 7.90 | |
| 0.2103 | 2.33 | |
| 0.0763 | 0.47 | |
| -0.0849 | -0.84 |
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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