Frontier Asset US LG CAP ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.20% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.01 | |
| -0.1336 | -3.97 | |
| 0.9798 | 133.19 | |
| -0.2151 | -7.68 |
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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