Fundstrat Granny Shots US Large Cap & Income ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.16%
decreased by 3.40%
1 Week
15.12%
decreased by 1.44%
1 Month
16.02%
decreased by 0.54%
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 | |
|---|---|---|
| 0.0275 | 0.20 | |
| -0.1439 | -4.53 | |
| 0.4845 | 5.60 | |
| -0.4671 | -9.87 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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