AGF US Market Neutral Anti-Beta Fund GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.06% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 14.67 | |
| 0.0831 | 21.58 | |
| 0.8986 | 215.29 |
Estimation Period:
Sep 13, 2011 to Feb 6, 2026
Sep 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGF US Market Neutral Anti-Beta Fund Analyses
Other GARCH Analyses on ETFs