SMI 3Fourteen Full-Cycle Trend ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.15% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 1.85 | |
| 0.1859 | 10.49 | |
| 0.9764 | 178.95 | |
| -0.0595 | -2.67 |
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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