AGF US Market Neutral Anti-Beta Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.43% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1787 | 7.22 | |
| 0.0985 | 5.27 | |
| 0.8558 | 38.82 | |
| 0.0155 | 3.59 |
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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