Motley Fool Momentum Factor ETF EGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
28.01%
decreased by 2.97%
1 Week
27.66%
decreased by 3.32%
1 Month
27.22%
decreased by 3.76%
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 | |
|---|---|---|
| 0.2237 | 3.81 | |
| 0.1260 | 3.98 | |
| 0.7893 | 20.54 | |
| -0.1797 | -5.67 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
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