Matrix Advisors Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.26% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 0.39 | |
| -0.1711 | -2.91 | |
| 0.9586 | 210.44 | |
| -0.2715 | -4.92 |
Estimation Period:
Feb 24, 2025 to Feb 6, 2026
Feb 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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