Jensen Quality Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.87% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0343 | -2.00 | |
| 0.1083 | 4.38 | |
| 0.9418 | 89.01 | |
| -0.2239 | -9.73 |
Estimation Period:
Aug 13, 2024 to Feb 13, 2026
Aug 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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