Harbor Long-Short Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.30% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0125 | -2.32 | |
| 0.2076 | 12.02 | |
| 0.9183 | 68.55 | |
| -0.0242 | -1.15 |
Estimation Period:
Dec 4, 2023 to Feb 6, 2026
Dec 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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