Distillate Small/Mid Cash Flow ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.31% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 0.09 | |
| -0.0360 | -0.46 | |
| 0.9953 | 4,423.77 | |
| -0.0516 | -2.56 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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