DF Tactical 30 ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.24%
decreased by 1.52%
1 Week
21.26%
decreased by 0.50%
1 Month
22.02%
increased by 0.26%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2437 | 1.80 | |
| -0.0606 | -1.80 | |
| 0.6410 | 9.46 | |
| -0.2124 | -5.46 |
Estimation Period:
Nov 12, 2025 to May 22, 2026
Nov 12, 2025 to May 22, 2026
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