Brookmont Catastrphic BD ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.23% (+14.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 6.32 | |
| 1.0062 | 5.74 | |
| 0.0000 | 0.00 | |
| -0.0726 | -4.21 |
Estimation Period:
Apr 1, 2025 to Feb 13, 2026
Apr 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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