Kovitz Core Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.66% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 8.32 | |
| 0.0897 | 8.04 | |
| 0.8498 | 57.16 |
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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