ELM Market Navigator ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.44% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0749 | -13.62 | |
| 0.1473 | 19.30 | |
| 0.6988 | 65.55 | |
| 1.0288 | 28.28 |
Estimation Period:
Feb 11, 2025 to Feb 6, 2026
Feb 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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