SGI Dynamic Tactical ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (+6.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.63 | |
| 0.1633 | 15.92 | |
| 0.8548 | 124.90 | |
| 0.2516 | 6.71 |
Estimation Period:
Mar 30, 2023 to Feb 6, 2026
Mar 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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