Ballast Small/Mid Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.12% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2420 | 9.30 | |
| 0.1034 | 12.15 | |
| 0.7203 | 35.91 | |
| 0.5701 | 7.89 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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