Distillate International Fundamental Stability & Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.67% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 10.49 | |
| 0.0945 | 15.03 | |
| 0.8417 | 87.75 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Distillate International Fundamental Stability & Value ETF Analyses
Other GARCH Analyses on ETFs