Crossmark Large CAP Valu ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.98% (-9.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3323 | -6.10 | |
| 0.2705 | 6.36 | |
| 0.5177 | 7.67 | |
| -0.2727 | -7.42 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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