Defined Duration 5 ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.90%
decreased by 0.03%
1 Week
2.91%
decreased by 0.02%
1 Month
2.95%
increased by 0.02%
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 | |
|---|---|---|
| -0.2788 | -2.40 | |
| 0.0152 | 0.42 | |
| 0.9164 | 10.87 | |
| -0.2394 | -9.85 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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