FM Compounders Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.33% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0638 | -1.50 | |
| 0.1641 | 5.27 | |
| 0.7991 | 21.69 | |
| -0.3173 | -8.49 |
Estimation Period:
Nov 11, 2024 to Feb 6, 2026
Nov 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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