Fundstrat Granny Shots US Small- & Mid-Cap ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.70%
decreased by 0.36%
1 Week
28.97%
increased by 1.91%
1 Month
29.73%
increased by 2.67%
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 | |
|---|---|---|
| 2.0593 | 14.11 | |
| 0.1208 | 5.42 | |
| 0.2512 | 8.65 | |
| 1.2163 | 6.27 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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