SGI Dynamic Tactical ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0093 | -1.11 | |
| 0.2402 | 18.88 | |
| 0.9685 | 287.55 | |
| -0.1440 | -7.48 |
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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