Bluemonte Large CAP Vlue ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.28% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2588 | 10.40 | |
| 0.1750 | 7.03 | |
| 0.0799 | 1.27 | |
| 0.4575 | 11.22 |
Estimation Period:
Jun 24, 2025 to Feb 13, 2026
Jun 24, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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