Doubleline Shiller Cape US Equities ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.90% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0106 | -2.52 | |
| 0.1325 | 23.48 | |
| 0.8285 | 153.70 | |
| 0.6973 | 22.70 |
Estimation Period:
Oct 11, 2012 to Feb 13, 2026
Oct 11, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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