FM Focus Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.65% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.04 | |
| 0.0244 | 5.23 | |
| 0.9784 | 196.86 | |
| -0.1092 | -22.84 |
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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