GraniteShares Nasdaq Select Disruptors ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.82% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 2.24 | |
| 0.1495 | 9.49 | |
| 0.9628 | 213.06 | |
| -0.1146 | -11.23 |
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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