Dynamic Active U.S. DIV ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.75% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 2.05 | |
| 0.0874 | 4.27 | |
| 0.9231 | 109.32 | |
| -0.1388 | -17.23 |
Estimation Period:
Jan 25, 2017 to Feb 6, 2026
Jan 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dynamic Active U.S. DIV ETF Analyses
Other EGARCH Analyses on ETFs