Stance Sustainable Beta ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.43% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.05 | |
| -0.0451 | -5.14 | |
| 0.9767 | 148.44 | |
| -0.1754 | -14.24 |
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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