FT EGY Partner Enhanced ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.51% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 3.25 | |
| 0.0204 | 0.85 | |
| 0.6830 | 10.67 | |
| 0.1985 | 1.49 |
Estimation Period:
May 6, 2024 to Feb 6, 2026
May 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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