Stance Sustainable Beta ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.90% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -0.49 | |
| 0.1093 | 10.90 | |
| 0.8319 | 53.40 | |
| 0.8464 | 22.09 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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