AGF US Market Neutral Anti-Beta Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.01% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 15.14 | |
| 0.0824 | 21.82 | |
| 0.8987 | 221.20 | |
| -0.0193 | -0.75 |
Estimation Period:
Sep 13, 2011 to Feb 13, 2026
Sep 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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