Global NAS 100 IND Co CL ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.97% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 3.32 | |
| 0.0980 | 10.43 | |
| 0.9517 | 225.53 | |
| -0.1329 | -16.45 |
Estimation Period:
Apr 20, 2016 to Feb 6, 2026
Apr 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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