Harbor Human Capital Factor US Small Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.33% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 2.85 | |
| 0.1136 | 7.23 | |
| 0.9532 | 86.77 | |
| -0.0509 | -3.34 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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