Frontier Asset ABS Retrn ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.22% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 5.63 | |
| 0.2273 | 8.59 | |
| 0.5963 | 17.24 | |
| -0.0673 | -1.77 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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