S&P 500 Struct ALT ETF - OCT EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.02% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0429 | -5.95 | |
| -0.0844 | -4.13 | |
| 0.9820 | 9,820,470.00 | |
| -0.1728 | -10.95 |
Estimation Period:
Oct 1, 2024 to Feb 13, 2026
Oct 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Struct ALT ETF - OCT Analyses
Other EGARCH Analyses on ETFs