Convergence Long/short Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.44% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 10.76 | |
| 0.0783 | 15.52 | |
| 0.8649 | 112.46 | |
| 0.3623 | 8.33 |
Estimation Period:
Feb 22, 2022 to Feb 13, 2026
Feb 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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