Harbor Smid CAP Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:10.83% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 0.78 | |
| -0.4902 | -16.24 | |
| 0.8615 | 47.22 | |
| -0.1800 | -17.89 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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