AGF US Market Neutral Anti-Beta Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.36% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 9.82 | |
| 0.1424 | 19.03 | |
| 0.9720 | 549.15 | |
| -0.0061 | -1.01 |
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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