AlphaDroid Defensive Sector Rotation ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.41%
decreased by 0.96%
1 Week
17.83%
decreased by 0.54%
1 Month
18.56%
increased by 0.19%
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 | |
|---|---|---|
| 0.1968 | 5.34 | |
| 0.1332 | 7.73 | |
| 0.7310 | 19.37 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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