F/M Compoundr U.S. AG BD ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.78% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -4.2846 | -16.77 | |
| 0.2823 | 6.32 | |
| -0.3034 | -4.04 | |
| -0.2125 | -3.76 |
Estimation Period:
Aug 12, 2025 to Feb 6, 2026
Aug 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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