Dynamic Active PFD SH ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.76% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -1.48 | |
| 0.1777 | 26.76 | |
| 0.9853 | 744.16 | |
| -0.0876 | -12.97 |
Estimation Period:
Jan 26, 2017 to Feb 6, 2026
Jan 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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