S&P 500 Structur ALT ETF NOV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.89% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0675 | -46.96 | |
| -0.0855 | -0.69 | |
| 0.9742 | 1,030.90 | |
| -0.2185 | -23.32 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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