High Yield ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.67% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1109 | -7.73 | |
| 0.1801 | 6.52 | |
| 0.9464 | 100.36 | |
| -0.0812 | -2.75 |
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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