Mulvihill ENH YD CAN BK ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.99% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 0.12 | |
| -0.0101 | -0.97 | |
| 0.9531 | 44.58 | |
| -0.1217 | -24.25 |
Estimation Period:
Feb 28, 2022 to Feb 6, 2026
Feb 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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