Essential 40 Stock ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.68% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0580 | -2.11 | |
| 0.1638 | 4.65 | |
| 0.8777 | 41.92 | |
| -0.2694 | -8.79 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Essential 40 Stock ETF Analyses
Other EGARCH Analyses on ETFs