LSV Disciplined Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.85% (+3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 4.41 | |
| 0.1207 | 5.50 | |
| 0.8380 | 33.45 |
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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