Purpose Credit Opportun Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.19% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.5891 | -17.58 | |
| 0.4273 | 16.44 | |
| 0.3514 | 9.68 | |
| -0.0320 | -1.39 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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