AlphaDroid Defensive Sector Rotation ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.03%
decreased by 1.41%
1 Week
17.73%
decreased by 0.71%
1 Month
18.54%
increased by 0.10%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2865 | 5.01 | |
| 0.1383 | 7.96 | |
| 0.6395 | 14.25 | |
| 0.4608 | 5.40 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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