AGF US Market Neutral Anti-Beta Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.27% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8742 | 5.06 | |
| 0.1082 | 5.02 | |
| 0.8143 | 26.92 | |
| 0.2824 | 3.21 | |
| -0.3953 | -3.06 | |
| 0.2192 | 2.66 | |
| -0.1443 | -2.32 | |
| 0.0233 | 0.54 |
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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