LSV Disciplined Value ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.65% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 0.44 | |
| -0.1957 | -16.28 | |
| 0.9526 | 422.81 | |
| -0.2921 | -7.23 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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