Fundstrat Granny Shots US Large Cap & Income ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.41%
decreased by 4.24%
1 Week
15.87%
increased by 0.22%
1 Month
17.11%
increased by 1.46%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 0.25 | |
| 0.1263 | 12.61 | |
| 0.2246 | 13.70 | |
| 2.4838 | 21.00 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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