High Yield ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.47% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 6.87 | |
| 0.1181 | 5.70 | |
| 0.7410 | 26.30 | |
| 0.1585 | 5.02 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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