Brookmont Catastrphic BD ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.20% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.5502 | -15.39 | |
| 0.7191 | 16.41 | |
| -0.0997 | -1.12 | |
| 0.4684 | 8.73 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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