Distillate International Fundamental Stability & Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.40% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.52 | |
| 0.1168 | 13.75 | |
| 0.9614 | 187.26 | |
| -0.1038 | -9.66 |
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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