Hedgeye Fourth Turning ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.55%
increased by 0.70%
1 Week
10.59%
increased by 0.74%
1 Month
10.73%
increased by 0.88%
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 | |
|---|---|---|
| -0.0195 | -3.69 | |
| -0.2768 | -5.17 | |
| 0.9713 | 10,224.44 | |
| 0.0666 | 2.88 |
Estimation Period:
Nov 21, 2025 to May 22, 2026
Nov 21, 2025 to May 22, 2026
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