Morgan Dempsey L CAP VAL ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.55% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0891 | 8.45 | |
| 0.1241 | 5.42 | |
| 0.6061 | 15.09 | |
| 0.5009 | 11.16 |
Estimation Period:
Apr 27, 2023 to Feb 6, 2026
Apr 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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