Nicholas Fixed Income Alternative ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.30% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 1.07 | |
| 0.0946 | 21.37 | |
| 0.8905 | 179.42 | |
| 0.1156 | 10.01 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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