Defined Duration 5 ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.74%
decreased by 0.23%
1 Week
2.82%
decreased by 0.15%
1 Month
3.00%
increased by 0.03%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0027 | -6.01 | |
| 0.0872 | 8.81 | |
| 0.8321 | 42.12 | |
| 0.2625 | 22.43 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
Other Defined Duration 5 ETF Analyses
Other AGARCH Analyses on ETFs