Natixis Loomis Sayle Fcsd GH AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.66% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -0.44 | |
| 0.0973 | 15.12 | |
| 0.8215 | 81.27 | |
| 1.2429 | 24.02 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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