Defined Duration 5 ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.25%
decreased by 0.15%
1 Week
3.27%
decreased by 0.13%
1 Month
3.33%
decreased by 0.07%
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 | |
|---|---|---|
| 0.0006 | 2.95 | |
| 0.0879 | 5.87 | |
| 0.9020 | 58.13 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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