Gabelli Opportunities in Live and Sports ETF EGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
21.07%
increased by 1.70%
1 Week
21.03%
increased by 1.66%
1 Month
20.86%
increased by 1.49%
Analysis last updated: Thursday, June 25, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 0.61 | |
| -0.2504 | -8.51 | |
| 0.9804 | 796.39 | |
| -0.1177 | -3.58 |
Estimation Period:
Jan 2, 2026 to Jun 18, 2026
Jan 2, 2026 to Jun 18, 2026
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