AlphaDroid Defensive Sector Rotation ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.74%
decreased by 1.19%
1 Week
18.05%
decreased by 0.88%
1 Month
18.36%
decreased by 0.57%
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 | |
|---|---|---|
| 0.0849 | 2.29 | |
| 0.1367 | 3.66 | |
| 0.7220 | 9.12 | |
| -0.1581 | -4.74 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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