CrossingBridge Ultra-Short Duration ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.97% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.06 | |
| 0.1936 | 5.03 | |
| 0.9845 | 235.02 | |
| -0.0020 | -0.05 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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