Morgan Dempsey L CAP VAL ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.92% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1723 | -8.14 | |
| 0.1918 | 5.00 | |
| 0.7968 | 25.80 | |
| -0.1796 | -5.21 |
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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