Gotham 1000 Value ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.93% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2242 | 18.39 | |
| 0.1360 | 13.12 | |
| 0.6743 | 64.82 | |
| 0.2282 | 4.01 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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