Defined Duration 10 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.09% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0116 | -6.55 | |
| 0.0422 | 10.36 | |
| 0.9923 | 474.10 | |
| -0.0600 | -14.47 |
Estimation Period:
Sep 21, 2021 to Jan 23, 2026
Sep 21, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Defined Duration 10 ETF Analyses
Other EGARCH Analyses on ETFs