Founders 100 ETF EGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.86%
decreased by 2.02%
1 Week
12.71%
decreased by 2.17%
1 Month
12.15%
decreased by 2.73%
Analysis last updated: Friday, May 22, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0116 | -0.19 | |
| -0.2241 | -4.48 | |
| 1.0000 | 52.53 | |
| -0.1942 | -3.85 |
Estimation Period:
Dec 18, 2025 to May 22, 2026
Dec 18, 2025 to May 22, 2026
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