Janus Henderson Asset-Ba ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.73% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.3632 | -5.04 | |
| 0.0968 | 2.52 | |
| 0.3725 | 2.88 | |
| 0.3554 | 9.04 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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