Distillate US Fundamental Stability & Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.59% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 2.07 | |
| 0.1812 | 16.24 | |
| 0.9661 | 331.55 | |
| -0.1270 | -14.56 |
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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