Motley Fool Momentum Factor ETF AGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
26.66%
decreased by 2.61%
1 Week
26.75%
decreased by 2.52%
1 Month
26.84%
decreased by 2.43%
Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7871 | 6.57 | |
| 0.1226 | 6.15 | |
| 0.5932 | 13.31 | |
| 0.4725 | 4.17 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
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