Distillate US Fundamental Stability & Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.91% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 1.17 | |
| 0.1275 | 15.75 | |
| 0.8357 | 93.35 | |
| 0.5866 | 10.22 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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