Distillate International Fundamental Stability & Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.56% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 3.58 | |
| 0.0814 | 19.18 | |
| 0.8497 | 126.42 | |
| 0.8450 | 25.25 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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