Hedgeye Fourth Turning ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
9.99%
decreased by 0.57%
1 Week
10.80%
increased by 0.24%
1 Month
11.88%
increased by 1.32%
Analysis last updated: Friday, May 22, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0992 | 5.27 | |
| 0.1480 | 8.43 | |
| 0.6699 | 17.70 | |
| -0.2963 | -6.25 |
Estimation Period:
Nov 21, 2025 to May 22, 2026
Nov 21, 2025 to May 22, 2026
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