Harbor Smid CAP Core ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.99% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0322 | -7.64 | |
| -0.2675 | -12.61 | |
| 0.8566 | 56.10 | |
| -0.0614 | -3.19 |
Estimation Period:
May 2, 2025 to Feb 6, 2026
May 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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