S&P 500 Struct ALT ETF - OCT EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.93% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0486 | -458.48 | |
| -0.1070 | -2.50 | |
| 0.9803 | 9,802,770.00 | |
| -0.2026 | -8.77 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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