Harbor Human Capital Factor US Large Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.17% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.06 | |
| 0.0921 | 8.30 | |
| 0.9448 | 106.47 | |
| -0.1990 | -17.20 |
Estimation Period:
Oct 13, 2022 to Feb 20, 2026
Oct 13, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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