CoreValues Alpha Greater China Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.32% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9512 | 20.61 | |
| 0.2166 | 13.58 | |
| 0.5093 | 51.93 | |
| -0.0235 | -0.15 |
Estimation Period:
Jul 1, 2020 to Feb 6, 2026
Jul 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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