Hedgeye Capital Allocatn ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.52% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0054 | -1.08 | |
| 0.2199 | 6.03 | |
| 0.9600 | 127.56 | |
| 0.0004 | 0.01 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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