SMI 3Fourteen Full-Cycle Trend ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 5.07 | |
| 0.0885 | 6.23 | |
| 0.8790 | 68.09 | |
| 0.2651 | 3.54 |
Estimation Period:
Jul 2, 2024 to Feb 6, 2026
Jul 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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