FM Focus Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.84% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 3.96 | |
| 0.0793 | 20.76 | |
| 0.8677 | 245.81 | |
| 0.7008 | 18.41 |
Estimation Period:
Apr 25, 2022 to Feb 6, 2026
Apr 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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