Convergence Long/short Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.39% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -1.51 | |
| 0.1153 | 13.48 | |
| 0.9614 | 202.36 | |
| -0.0712 | -8.85 |
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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