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V-Lab

Sprott Active Mtls & MNS ETF AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

44.27%

unchanged at 0.00%

1 Week

44.27%

unchanged at 0.00%

1 Month

44.27%

unchanged at 0.00%

Analysis last updated: Tuesday, August 11, 2026 at 09:57 PM UTC

Date Range:

from

to

6M ·

All

graph of Sprott Active Mtls & MNS ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 10, 2025 to Aug 7, 2026
σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

7.7758
1.88*
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

0.9409
0.00

Persistence:

0.000

Half-life:

-