Kovitz Core Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.85% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0008 | -0.05 | |
| 0.0492 | 6.76 | |
| 0.9726 | 123.00 | |
| -0.1348 | -13.51 |
Estimation Period:
Dec 12, 2022 to Feb 6, 2026
Dec 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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