Fundstrat Granny Shots US Small- & Mid-Cap ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.73%
decreased by 0.16%
1 Week
23.31%
increased by 1.42%
1 Month
27.44%
increased by 5.55%
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 | |
|---|---|---|
| 0.1327 | 2.34 | |
| -0.3765 | -1.15 | |
| 0.9077 | 48.12 | |
| -0.1197 | -0.84 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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