GraniteShares Nasdaq Select Disruptors ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.76% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 3.68 | |
| 0.1308 | 13.09 | |
| 0.8279 | 71.83 | |
| 0.5188 | 4.59 |
Estimation Period:
Oct 7, 2019 to Feb 6, 2026
Oct 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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