LSV Disciplined Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.23% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0316 | -2.94 | |
| 0.1182 | 10.55 | |
| 0.8416 | 56.57 | |
| 0.8996 | 22.43 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LSV Disciplined Value ETF Analyses
Other AGARCH Analyses on ETFs