Gotham 1000 Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.60% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 0.84 | |
| 0.0902 | 9.38 | |
| 0.9722 | 252.52 | |
| -0.0882 | -9.74 |
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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