Counterpoint High Yield Trend ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.15% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2962 | -10.79 | |
| 0.2887 | 9.49 | |
| 0.8466 | 63.43 | |
| -0.0596 | -2.14 |
Estimation Period:
Jan 22, 2020 to Feb 13, 2026
Jan 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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